[Libreoffice-commits] core.git: Branch 'feature/calc-group-interpreter-4' - 163 commits - sc/CppunitTest_sc_opencl_test.mk sc/inc sc/Library_scopencl.mk sc/Module_sc.mk sc/qa sc/source
Kohei Yoshida
kohei.yoshida at collabora.com
Tue Oct 29 21:57:08 CET 2013
sc/CppunitTest_sc_opencl_test.mk | 114
sc/Library_scopencl.mk | 7
sc/Module_sc.mk | 1
sc/inc/formulagroup.hxx | 3
sc/qa/unit/data/ods/OpenCLTests/Compiler/ineq.ods |binary
sc/qa/unit/data/ods/OpenCLTests/Compiler/nested.ods |binary
sc/qa/unit/data/ods/OpenCLTests/Compiler/string.ods |binary
sc/qa/unit/data/ods/OpenCLTests/math/csc.ods |binary
sc/qa/unit/data/ods/OpenCLTests/statistical/Correl.ods |binary
sc/qa/unit/data/xls/OpenclCase/financial/Accrintm.xls |binary
sc/qa/unit/data/xls/OpenclCase/financial/Coupdaybs.xls |binary
sc/qa/unit/data/xls/OpenclCase/financial/Coupdays.xls |binary
sc/qa/unit/data/xls/OpenclCase/financial/Coupdaysnc.xls |binary
sc/qa/unit/data/xls/OpenclCase/financial/Cumipmt.xls |binary
sc/qa/unit/data/xls/OpenclCase/financial/Cumprinc.xls |binary
sc/qa/unit/data/xls/OpenclCase/financial/DISC.xls |binary
sc/qa/unit/data/xls/OpenclCase/financial/Dollarde.xls |binary
sc/qa/unit/data/xls/OpenclCase/financial/Dollarfr.xls |binary
sc/qa/unit/data/xls/OpenclCase/financial/EFFECT_ADD.xls |binary
sc/qa/unit/data/xls/OpenclCase/financial/Fvschedule.xls |binary
sc/qa/unit/data/xls/OpenclCase/financial/INTRATE.xls |binary
sc/qa/unit/data/xls/OpenclCase/financial/IRR.xls |binary
sc/qa/unit/data/xls/OpenclCase/financial/MIRR.xls |binary
sc/qa/unit/data/xls/OpenclCase/financial/Nominal.xls |binary
sc/qa/unit/data/xls/OpenclCase/financial/PriceMat.xls |binary
sc/qa/unit/data/xls/OpenclCase/financial/RATE.xls |binary
sc/qa/unit/data/xls/OpenclCase/financial/RRI.xls |binary
sc/qa/unit/data/xls/OpenclCase/financial/Received.xls |binary
sc/qa/unit/data/xls/OpenclCase/financial/SLN.xls |binary
sc/qa/unit/data/xls/OpenclCase/financial/SYD.xls |binary
sc/qa/unit/data/xls/OpenclCase/financial/TBILLEQ.xls |binary
sc/qa/unit/data/xls/OpenclCase/financial/TBILLPRICE.xls |binary
sc/qa/unit/data/xls/OpenclCase/financial/TBILLYIELD.xls |binary
sc/qa/unit/data/xls/OpenclCase/financial/XNPV.xls |binary
sc/qa/unit/data/xls/OpenclCase/financial/YIELD.xls |binary
sc/qa/unit/data/xls/OpenclCase/financial/YIELDDISC.xls |binary
sc/qa/unit/data/xls/OpenclCase/financial/YIELDMAT.xls |binary
sc/qa/unit/data/xls/OpenclCase/math/cos.xls |binary
sc/qa/unit/data/xls/OpenclCase/statistical/Fisher.xls |binary
sc/qa/unit/data/xls/OpenclCase/statistical/FisherInv.xls |binary
sc/qa/unit/data/xls/OpenclCase/statistical/Gamma.xls |binary
sc/qa/unit/data/xls/OpenclCase/statistical/GammaLn.xls |binary
sc/qa/unit/data/xls/OpenclCase/statistical/Gauss.xls |binary
sc/qa/unit/data/xls/OpenclCase/statistical/GeoMean.xls |binary
sc/qa/unit/data/xls/OpenclCase/statistical/HarMean.xls |binary
sc/qa/unit/data/xls/OpenclCase/statistical/Negbinomdist.xls |binary
sc/qa/unit/data/xls/OpenclCase/statistical/Pearson.xls |binary
sc/qa/unit/data/xls/OpenclCase/statistical/Rsq.xls |binary
sc/qa/unit/data/xls/sum_ex.xls |binary
sc/qa/unit/opencl-test.cxx | 1487 ++++++
sc/source/core/opencl/formulagroupcl.cxx | 2142 +++++----
sc/source/core/opencl/formulagroupcl_finacial.hxx | 758 +++
sc/source/core/opencl/formulagroupcl_public.hxx | 23
sc/source/core/opencl/op_database.cxx | 18
sc/source/core/opencl/op_database.hxx | 21
sc/source/core/opencl/op_financial.cxx | 2717 ++++++++++++
sc/source/core/opencl/op_financial.hxx | 337 +
sc/source/core/opencl/op_math.cxx | 85
sc/source/core/opencl/op_math.hxx | 38
sc/source/core/opencl/op_statistical.cxx | 697 +++
sc/source/core/opencl/op_statistical.hxx | 109
sc/source/core/opencl/opbase.cxx | 107
sc/source/core/opencl/opbase.hxx | 140
sc/source/core/opencl/openclwrapper.cxx | 9
sc/source/core/tool/formulagroup.cxx | 29
sc/source/core/tool/token.cxx | 16
66 files changed, 7959 insertions(+), 899 deletions(-)
New commits:
commit 27de26f8bec9c6106fa92e4c50e05af6b1baa6e7
Author: Kohei Yoshida <kohei.yoshida at collabora.com>
Date: Tue Oct 29 16:54:30 2013 -0400
We don't need these headers.
Change-Id: I8411b605edd27105bdc6cfc04acbd5cd9999e886
diff --git a/sc/source/core/opencl/op_financial.cxx b/sc/source/core/opencl/op_financial.cxx
index 04d505a..5ae04ff 100644
--- a/sc/source/core/opencl/op_financial.cxx
+++ b/sc/source/core/opencl/op_financial.cxx
@@ -16,12 +16,8 @@
#include "compiler.hxx"
#include "interpre.hxx"
#include "formula/vectortoken.hxx"
-#include <list>
-#include <iostream>
#include <sstream>
-#include <algorithm>
-#include <memory>
using namespace formula;
namespace sc { namespace opencl {
diff --git a/sc/source/core/opencl/op_math.cxx b/sc/source/core/opencl/op_math.cxx
index 83f780a..33ca0e5 100644
--- a/sc/source/core/opencl/op_math.cxx
+++ b/sc/source/core/opencl/op_math.cxx
@@ -16,12 +16,8 @@
#include "compiler.hxx"
#include "interpre.hxx"
#include "formula/vectortoken.hxx"
-#include <list>
-#include <iostream>
#include <sstream>
-#include <algorithm>
-#include <memory>
using namespace formula;
namespace sc { namespace opencl {
diff --git a/sc/source/core/opencl/op_statistical.cxx b/sc/source/core/opencl/op_statistical.cxx
index ec816c2..134a0ca 100644
--- a/sc/source/core/opencl/op_statistical.cxx
+++ b/sc/source/core/opencl/op_statistical.cxx
@@ -16,11 +16,7 @@
#include "compiler.hxx"
#include "interpre.hxx"
#include "formula/vectortoken.hxx"
-#include <list>
-#include <iostream>
#include <sstream>
-#include <algorithm>
-#include <memory>
using namespace formula;
commit 4ab0aa496709bf4386caf0d3a6f0d7fd160b198d
Author: Kohei Yoshida <kohei.yoshida at collabora.com>
Date: Tue Oct 29 16:52:01 2013 -0400
std::shared_ptr is C++11 specific. Use boost::shared_ptr instead.
Change-Id: I8e6780ae5b5042a0521687f3a3535e74d7a35d23
diff --git a/sc/source/core/opencl/formulagroupcl.cxx b/sc/source/core/opencl/formulagroupcl.cxx
index 665f822..1dd7c89 100644
--- a/sc/source/core/opencl/formulagroupcl.cxx
+++ b/sc/source/core/opencl/formulagroupcl.cxx
@@ -93,7 +93,7 @@ class ConstStringArgument: public DynamicKernelArgument
{
public:
ConstStringArgument(const std::string &s,
- std::shared_ptr<FormulaTreeNode> ft):
+ boost::shared_ptr<FormulaTreeNode> ft):
DynamicKernelArgument(s, ft) {}
/// Generate declaration
virtual void GenDecl(std::stringstream &ss) const
@@ -151,7 +151,7 @@ class DynamicKernelConstantArgument: public DynamicKernelArgument
{
public:
DynamicKernelConstantArgument(const std::string &s,
- std::shared_ptr<FormulaTreeNode> ft):
+ boost::shared_ptr<FormulaTreeNode> ft):
DynamicKernelArgument(s, ft) {}
/// Generate declaration
virtual void GenDecl(std::stringstream &ss) const
@@ -195,7 +195,7 @@ class DynamicKernelStringArgument: public DynamicKernelArgument
{
public:
DynamicKernelStringArgument(const std::string &s,
- std::shared_ptr<FormulaTreeNode> ft):
+ boost::shared_ptr<FormulaTreeNode> ft):
DynamicKernelArgument(s, ft) {}
virtual void GenSlidingWindowFunction(std::stringstream &) {}
@@ -268,7 +268,7 @@ class DynamicKernelSlidingArgument: public Base
{
public:
DynamicKernelSlidingArgument(const std::string &s,
- std::shared_ptr<FormulaTreeNode> ft):
+ boost::shared_ptr<FormulaTreeNode> ft):
Base(s, ft)
{
FormulaToken *t = ft->GetFormulaToken();
@@ -664,7 +664,7 @@ public:
typedef std::unique_ptr<DynamicKernelArgument> SubArgument;
DynamicKernelSoPArguments(const std::string &s,
- std::shared_ptr<FormulaTreeNode> ft);
+ boost::shared_ptr<FormulaTreeNode> ft);
/// Create buffer and pass the buffer to a given kernel
virtual size_t Marshal(cl_kernel k, int argno, int nVectorWidth)
@@ -763,7 +763,7 @@ private:
template <class Op>
std::unique_ptr<DynamicKernelArgument> SoPHelper(const std::string &ts,
- std::shared_ptr<FormulaTreeNode> ft)
+ boost::shared_ptr<FormulaTreeNode> ft)
{
return std::unique_ptr<DynamicKernelArgument>(
new DynamicKernelSoPArguments<Op>(ts, ft));
@@ -771,7 +771,7 @@ std::unique_ptr<DynamicKernelArgument> SoPHelper(const std::string &ts,
template <class Op>
DynamicKernelSoPArguments<Op>::DynamicKernelSoPArguments(const std::string &s,
- std::shared_ptr<FormulaTreeNode> ft):
+ boost::shared_ptr<FormulaTreeNode> ft):
DynamicKernelArgument(s, ft) {
size_t nChildren = ft->Children.size();
@@ -1100,12 +1100,12 @@ DynamicKernelSoPArguments<Op>::DynamicKernelSoPArguments(const std::string &s,
class SymbolTable {
public:
typedef std::map<const FormulaToken *,
- std::shared_ptr<DynamicKernelArgument> > ArgumentMap;
+ boost::shared_ptr<DynamicKernelArgument> > ArgumentMap;
// This avoids instability caused by using pointer as the key type
- typedef std::list< std::shared_ptr<DynamicKernelArgument> > ArgumentList;
+ typedef std::list< boost::shared_ptr<DynamicKernelArgument> > ArgumentList;
SymbolTable(void):mCurId(0) {}
template <class T>
- const DynamicKernelArgument *DeclRefArg(std::shared_ptr<FormulaTreeNode>);
+ const DynamicKernelArgument *DeclRefArg(boost::shared_ptr<FormulaTreeNode>);
/// Used to generate sliding window helpers
void DumpSlidingWindowFunctions(std::stringstream &ss)
{
@@ -1136,7 +1136,7 @@ void SymbolTable::Marshal(cl_kernel k, int nVectorWidth)
/// Code generation
class DynamicKernel {
public:
- DynamicKernel(std::shared_ptr<FormulaTreeNode> r):mpRoot(r),
+ DynamicKernel(boost::shared_ptr<FormulaTreeNode> r):mpRoot(r),
mpProgram(NULL), mpKernel(NULL), mpResClmem(NULL) {}
/// Code generation in OpenCL
std::string CodeGen() {
@@ -1220,8 +1220,8 @@ public:
~DynamicKernel();
cl_mem GetResultBuffer(void) const { return mpResClmem; }
private:
- void TraverseAST(std::shared_ptr<FormulaTreeNode>);
- std::shared_ptr<FormulaTreeNode> mpRoot;
+ void TraverseAST(boost::shared_ptr<FormulaTreeNode>);
+ boost::shared_ptr<FormulaTreeNode> mpRoot;
SymbolTable mSyms;
std::string mKernelSignature, mKernelHash;
std::string mFullProgramSrc;
@@ -1282,7 +1282,7 @@ void DynamicKernel::CreateKernel(void)
// The template argument T must be a subclass of DynamicKernelArgument
template <typename T>
const DynamicKernelArgument *SymbolTable::DeclRefArg(
- std::shared_ptr<FormulaTreeNode> t)
+ boost::shared_ptr<FormulaTreeNode> t)
{
FormulaToken *ref = t->GetFormulaToken();
ArgumentMap::iterator it = mSymbols.find(ref);
@@ -1291,7 +1291,7 @@ const DynamicKernelArgument *SymbolTable::DeclRefArg(
std::cerr << "DeclRefArg: Allocate a new symbol:";
std::stringstream ss;
ss << "tmp"<< mCurId++;
- std::shared_ptr<DynamicKernelArgument> new_arg(new T(ss.str(), t));
+ boost::shared_ptr<DynamicKernelArgument> new_arg(new T(ss.str(), t));
mSymbols[ref] = new_arg;
mParams.push_back(new_arg);
std::cerr << ss.str() <<"\n";
@@ -1343,15 +1343,15 @@ bool FormulaGroupInterpreterOpenCL::interpret( ScDocument& rDoc,
// Constructing "AST"
FormulaTokenIterator aCode = rCode;
std::list<FormulaToken *> list;
- std::map<FormulaToken *, std::shared_ptr<FormulaTreeNode>> m_hash_map;
+ std::map<FormulaToken *, boost::shared_ptr<FormulaTreeNode>> m_hash_map;
FormulaToken* pCur;
while( (pCur = (FormulaToken*)(aCode.Next()) ) != NULL)
{
OpCode eOp = pCur->GetOpCode();
if ( eOp != ocPush )
{
- std::shared_ptr<FormulaTreeNode> m_currNode =
- std::shared_ptr<FormulaTreeNode>(new FormulaTreeNode(pCur));
+ boost::shared_ptr<FormulaTreeNode> m_currNode =
+ boost::shared_ptr<FormulaTreeNode>(new FormulaTreeNode(pCur));
sal_uInt8 m_ParamCount = pCur->GetParamCount();
for(int i=0; i<m_ParamCount; i++)
{
@@ -1365,8 +1365,8 @@ bool FormulaGroupInterpreterOpenCL::interpret( ScDocument& rDoc,
}
else
{
- std::shared_ptr<FormulaTreeNode> m_ChildTreeNode =
- std::shared_ptr<FormulaTreeNode>(
+ boost::shared_ptr<FormulaTreeNode> m_ChildTreeNode =
+ boost::shared_ptr<FormulaTreeNode>(
new FormulaTreeNode(m_TempFormula));
m_currNode->Children.push_back(m_ChildTreeNode);
}
@@ -1378,8 +1378,8 @@ bool FormulaGroupInterpreterOpenCL::interpret( ScDocument& rDoc,
list.push_back(pCur);
}
- std::shared_ptr<FormulaTreeNode> Root =
- std::shared_ptr<FormulaTreeNode>(new FormulaTreeNode(NULL));
+ boost::shared_ptr<FormulaTreeNode> Root =
+ boost::shared_ptr<FormulaTreeNode>(new FormulaTreeNode(NULL));
Root->Children.push_back(m_hash_map[list.back()]);
// Code generation
mpKernel = new DynamicKernel(Root);
diff --git a/sc/source/core/opencl/opbase.cxx b/sc/source/core/opencl/opbase.cxx
index eef9eba..e7eae13 100644
--- a/sc/source/core/opencl/opbase.cxx
+++ b/sc/source/core/opencl/opbase.cxx
@@ -16,7 +16,7 @@ using namespace formula;
namespace sc { namespace opencl {
DynamicKernelArgument::DynamicKernelArgument(const std::string &s,
- std::shared_ptr<FormulaTreeNode> ft):
+ boost::shared_ptr<FormulaTreeNode> ft):
mSymName(s), mFormulaTree(ft), mpClmem(NULL) {}
/// Generate declaration
diff --git a/sc/source/core/opencl/opbase.hxx b/sc/source/core/opencl/opbase.hxx
index 5f17d85..a982533 100644
--- a/sc/source/core/opencl/opbase.hxx
+++ b/sc/source/core/opencl/opbase.hxx
@@ -14,6 +14,8 @@
#include "formula/token.hxx"
+#include <boost/shared_ptr.hpp>
+
#define ISNAN
namespace sc { namespace opencl {
@@ -49,7 +51,7 @@ public:
{
Children.reserve(8);
}
- std::vector<std::shared_ptr<FormulaTreeNode>> Children;
+ std::vector<boost::shared_ptr<FormulaTreeNode> > Children;
formula::FormulaToken *GetFormulaToken(void) const
{
return mpCurrentFormula;
@@ -66,7 +68,7 @@ private:
class DynamicKernelArgument
{
public:
- DynamicKernelArgument(const std::string &s, std::shared_ptr<FormulaTreeNode> ft);
+ DynamicKernelArgument(const std::string &s, boost::shared_ptr<FormulaTreeNode> ft);
const std::string &GetNameAsString(void) const { return mSymName; }
/// Generate declaration
@@ -94,7 +96,7 @@ public:
const std::string& GetName(void) const { return mSymName; }
protected:
const std::string mSymName;
- std::shared_ptr<FormulaTreeNode> mFormulaTree;
+ boost::shared_ptr<FormulaTreeNode> mFormulaTree;
// Used by marshaling
cl_mem mpClmem;
};
commit f53c5d8ca7f701be0683667e4941ad70ec44578b
Author: Kohei Yoshida <kohei.yoshida at collabora.com>
Date: Tue Oct 29 16:40:57 2013 -0400
Properly split opbase.hxx into header and source files.
Change-Id: I6ab5a792b5c31b44b8f302e45ec3511d3e2d6cdc
diff --git a/sc/Library_scopencl.mk b/sc/Library_scopencl.mk
index 0efe3cf..2fb8cfc 100644
--- a/sc/Library_scopencl.mk
+++ b/sc/Library_scopencl.mk
@@ -38,6 +38,7 @@ $(eval $(call gb_Library_use_libraries,scopencl,\
$(eval $(call gb_Library_add_exception_objects,scopencl,\
sc/source/core/opencl/formulagroupcl \
sc/source/core/opencl/openclwrapper \
+ sc/source/core/opencl/opbase \
sc/source/core/opencl/op_financial \
sc/source/core/opencl/op_database \
sc/source/core/opencl/op_math \
diff --git a/sc/source/core/opencl/op_financial.cxx b/sc/source/core/opencl/op_financial.cxx
index a638530..04d505a 100644
--- a/sc/source/core/opencl/op_financial.cxx
+++ b/sc/source/core/opencl/op_financial.cxx
@@ -15,6 +15,7 @@
#include "tokenarray.hxx"
#include "compiler.hxx"
#include "interpre.hxx"
+#include "formula/vectortoken.hxx"
#include <list>
#include <iostream>
#include <sstream>
diff --git a/sc/source/core/opencl/op_math.cxx b/sc/source/core/opencl/op_math.cxx
index 03fc9d3..83f780a 100644
--- a/sc/source/core/opencl/op_math.cxx
+++ b/sc/source/core/opencl/op_math.cxx
@@ -15,6 +15,7 @@
#include "tokenarray.hxx"
#include "compiler.hxx"
#include "interpre.hxx"
+#include "formula/vectortoken.hxx"
#include <list>
#include <iostream>
#include <sstream>
diff --git a/sc/source/core/opencl/op_statistical.cxx b/sc/source/core/opencl/op_statistical.cxx
index 221d241..ec816c2 100644
--- a/sc/source/core/opencl/op_statistical.cxx
+++ b/sc/source/core/opencl/op_statistical.cxx
@@ -15,6 +15,7 @@
#include "tokenarray.hxx"
#include "compiler.hxx"
#include "interpre.hxx"
+#include "formula/vectortoken.hxx"
#include <list>
#include <iostream>
#include <sstream>
diff --git a/sc/source/core/opencl/opbase.cxx b/sc/source/core/opencl/opbase.cxx
new file mode 100644
index 0000000..eef9eba
--- /dev/null
+++ b/sc/source/core/opencl/opbase.cxx
@@ -0,0 +1,107 @@
+/* -*- Mode: C++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
+/*
+ * This file is part of the LibreOffice project.
+ *
+ * This Source Code Form is subject to the terms of the Mozilla Public
+ * License, v. 2.0. If a copy of the MPL was not distributed with this
+ * file, You can obtain one at http://mozilla.org/MPL/2.0/.
+ */
+
+#include "opbase.hxx"
+
+#include "formula/vectortoken.hxx"
+
+using namespace formula;
+
+namespace sc { namespace opencl {
+
+DynamicKernelArgument::DynamicKernelArgument(const std::string &s,
+ std::shared_ptr<FormulaTreeNode> ft):
+ mSymName(s), mFormulaTree(ft), mpClmem(NULL) {}
+
+/// Generate declaration
+void DynamicKernelArgument::GenDecl(std::stringstream &ss) const
+{
+ ss << "__global double *"<<mSymName;
+}
+
+/// When declared as input to a sliding window function
+void DynamicKernelArgument::GenSlidingWindowDecl(std::stringstream &ss) const
+{
+ GenDecl(ss);
+}
+
+/// When referenced in a sliding window function
+std::string DynamicKernelArgument::GenSlidingWindowDeclRef(bool) const
+{
+ std::stringstream ss;
+ ss << mSymName << "[gid0]";
+ return ss.str();
+}
+
+/// Generate use/references to the argument
+void DynamicKernelArgument::GenDeclRef(std::stringstream &ss) const
+{
+ ss << mSymName;
+}
+
+DynamicKernelArgument::~DynamicKernelArgument()
+{
+ //std::cerr << "~DynamicKernelArgument: " << mSymName <<"\n";
+ if (mpClmem) {
+ //std::cerr << "\tFreeing cl_mem of " << mSymName <<"\n";
+ cl_int ret = clReleaseMemObject(mpClmem);
+ if (ret != CL_SUCCESS)
+ throw OpenCLError(ret);
+ }
+}
+
+FormulaToken* DynamicKernelArgument::GetFormulaToken(void) const
+{
+ return mFormulaTree->GetFormulaToken();
+}
+
+size_t DynamicKernelArgument::GetWindowSize(void) const
+{
+ FormulaToken *pCur = mFormulaTree->GetFormulaToken();
+ assert(pCur);
+ if (auto *pCurDVR =
+ dynamic_cast<const formula::DoubleVectorRefToken *>(pCur))
+ {
+ return pCurDVR->GetRefRowSize();
+ } else if (dynamic_cast<const formula::SingleVectorRefToken *>(pCur))
+ {
+ // Prepare intermediate results (on CPU for now)
+ return 1;
+ } else {
+ throw Unhandled();
+ }
+ return 0;
+}
+
+void Normal::GenSlidingWindowFunction(
+ std::stringstream &ss, const std::string sSymName, SubArguments &vSubArguments)
+{
+ ArgVector argVector;
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (unsigned i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ argVector.push_back(vSubArguments[i]->GenSlidingWindowDeclRef());
+ }
+ ss << ") {\n\t";
+ ss << "double tmp = " << GetBottom() <<";\n\t";
+ ss << "int gid0 = get_global_id(0);\n\t";
+ ss << "tmp = ";
+ ss << Gen(argVector);
+ ss << ";\n\t";
+ ss << "return tmp;\n";
+ ss << "}";
+}
+
+}}
+
+/* vim:set shiftwidth=4 softtabstop=4 expandtab: */
diff --git a/sc/source/core/opencl/opbase.hxx b/sc/source/core/opencl/opbase.hxx
index acde3a9..5f17d85 100644
--- a/sc/source/core/opencl/opbase.hxx
+++ b/sc/source/core/opencl/opbase.hxx
@@ -10,44 +10,34 @@
#ifndef SC_OPENCL_OPBASE_HXX
#define SC_OPENCL_OPBASE_HXX
-#include "formulagroup.hxx"
-#include "document.hxx"
-#include "formulacell.hxx"
-#include "tokenarray.hxx"
-#include "compiler.hxx"
-#include "interpre.hxx"
-#include "formula/vectortoken.hxx"
-
#include "clcc/clew.h"
-#include <list>
-#include <iostream>
-#include <sstream>
-#include <algorithm>
+#include "formula/token.hxx"
-#include <memory>
#define ISNAN
-using namespace formula;
namespace sc { namespace opencl {
/// Exceptions
/// Failed in parsing
-class UnhandledToken {
+class UnhandledToken
+{
public:
- UnhandledToken(FormulaToken *t): mToken(t) {}
- FormulaToken *mToken;
+ UnhandledToken(formula::FormulaToken *t): mToken(t) {}
+ formula::FormulaToken *mToken;
};
/// Failed in marshaling
-class OpenCLError {
+class OpenCLError
+{
public:
OpenCLError(cl_int err): mError(err) {}
cl_int mError;
};
/// Inconsistent state
-class Unhandled {
+class Unhandled
+{
public:
Unhandled() {}
};
@@ -55,17 +45,17 @@ public:
class FormulaTreeNode
{
public:
- FormulaTreeNode(FormulaToken *ft): mpCurrentFormula(ft)
+ FormulaTreeNode(formula::FormulaToken *ft): mpCurrentFormula(ft)
{
Children.reserve(8);
}
std::vector<std::shared_ptr<FormulaTreeNode>> Children;
- FormulaToken *GetFormulaToken(void) const
+ formula::FormulaToken *GetFormulaToken(void) const
{
return mpCurrentFormula;
}
private:
- FormulaToken *const mpCurrentFormula;
+ formula::FormulaToken *const mpCurrentFormula;
};
/// Holds an input (read-only) argument reference to a SingleVectorRef.
@@ -73,69 +63,33 @@ private:
/// like SumOfProduct
/// In most of the cases the argument is introduced
/// by a Push operation in the given RPN.
-class DynamicKernelArgument {
+class DynamicKernelArgument
+{
public:
- DynamicKernelArgument(const std::string &s,
- std::shared_ptr<FormulaTreeNode> ft):
- mSymName(s), mFormulaTree(ft), mpClmem(NULL) {}
+ DynamicKernelArgument(const std::string &s, std::shared_ptr<FormulaTreeNode> ft);
+
const std::string &GetNameAsString(void) const { return mSymName; }
/// Generate declaration
- virtual void GenDecl(std::stringstream &ss) const
- {
- ss << "__global double *"<<mSymName;
- }
+ virtual void GenDecl(std::stringstream &ss) const;
+
/// When declared as input to a sliding window function
- virtual void GenSlidingWindowDecl(std::stringstream &ss) const
- {
- GenDecl(ss);
- }
+ virtual void GenSlidingWindowDecl(std::stringstream &ss) const;
+
/// When referenced in a sliding window function
- virtual std::string GenSlidingWindowDeclRef(bool=false) const
- {
- std::stringstream ss;
- ss << mSymName << "[gid0]";
- return ss.str();
- }
+ virtual std::string GenSlidingWindowDeclRef(bool=false) const;
+
/// Generate use/references to the argument
- virtual void GenDeclRef(std::stringstream &ss) const
- {
- ss << mSymName;
- }
+ virtual void GenDeclRef(std::stringstream &ss) const;
+
/// Create buffer and pass the buffer to a given kernel
virtual size_t Marshal(cl_kernel, int, int);
- virtual ~DynamicKernelArgument()
- {
- //std::cerr << "~DynamicKernelArgument: " << mSymName <<"\n";
- if (mpClmem) {
- //std::cerr << "\tFreeing cl_mem of " << mSymName <<"\n";
- cl_int ret = clReleaseMemObject(mpClmem);
- if (ret != CL_SUCCESS)
- throw OpenCLError(ret);
- }
- }
- virtual void GenSlidingWindowFunction(std::stringstream &) {};
+
+ virtual ~DynamicKernelArgument();
+
+ virtual void GenSlidingWindowFunction(std::stringstream &) {}
const std::string &GetSymName(void) const { return mSymName; }
- FormulaToken *GetFormulaToken(void) const
- {
- return mFormulaTree->GetFormulaToken();
- }
- virtual size_t GetWindowSize(void) const
- {
- FormulaToken *pCur = mFormulaTree->GetFormulaToken();
- assert(pCur);
- if (auto *pCurDVR =
- dynamic_cast<const formula::DoubleVectorRefToken *>(pCur))
- {
- return pCurDVR->GetRefRowSize();
- } else if (dynamic_cast<const formula::SingleVectorRefToken *>(pCur))
- {
- // Prepare intermediate results (on CPU for now)
- return 1;
- } else {
- throw Unhandled();
- }
- return 0;
- }
+ formula::FormulaToken *GetFormulaToken(void) const;
+ virtual size_t GetWindowSize(void) const;
virtual std::string DumpOpName(void) const { return std::string(""); }
const std::string& GetName(void) const { return mSymName; }
protected:
@@ -147,7 +101,8 @@ protected:
/// Abstract class for code generation
-class SlidingFunctionBase {
+class SlidingFunctionBase
+{
public:
typedef std::unique_ptr<DynamicKernelArgument> SubArgument;
typedef std::vector<SubArgument> SubArguments;
@@ -156,7 +111,8 @@ public:
virtual ~SlidingFunctionBase() {};
};
-class OpBase {
+class OpBase
+{
public:
typedef std::vector<std::string> ArgVector;
typedef std::vector<std::string>::iterator ArgVectorIter;
@@ -172,28 +128,9 @@ class Normal: public SlidingFunctionBase, public OpBase
{
public:
virtual void GenSlidingWindowFunction(std::stringstream &ss,
- const std::string sSymName, SubArguments &vSubArguments)
- {
- ArgVector argVector;
- ss << "\ndouble " << sSymName;
- ss << "_"<< BinFuncName() <<"(";
- for (unsigned i = 0; i < vSubArguments.size(); i++)
- {
- if (i)
- ss << ",";
- vSubArguments[i]->GenSlidingWindowDecl(ss);
- argVector.push_back(vSubArguments[i]->GenSlidingWindowDeclRef());
- }
- ss << ") {\n\t";
- ss << "double tmp = " << GetBottom() <<";\n\t";
- ss << "int gid0 = get_global_id(0);\n\t";
- ss << "tmp = ";
- ss << Gen(argVector);
- ss << ";\n\t";
- ss << "return tmp;\n";
- ss << "}";
- }
+ const std::string sSymName, SubArguments &vSubArguments);
};
+
}}
#endif
commit 05cde23cb837083ff175dc68708943cf8592390b
Author: Kohei Yoshida <kohei.yoshida at collabora.com>
Date: Tue Oct 29 15:44:27 2013 -0400
Properly split header and source files.
Without this, formulagroupcl.cxx alone would take minutes to compile.
Change-Id: I7d55ed22fbd7f5c0859d5f1bf2a4e4eafd47ac3b
diff --git a/sc/Library_scopencl.mk b/sc/Library_scopencl.mk
index b7e4b05..0efe3cf 100644
--- a/sc/Library_scopencl.mk
+++ b/sc/Library_scopencl.mk
@@ -38,6 +38,10 @@ $(eval $(call gb_Library_use_libraries,scopencl,\
$(eval $(call gb_Library_add_exception_objects,scopencl,\
sc/source/core/opencl/formulagroupcl \
sc/source/core/opencl/openclwrapper \
+ sc/source/core/opencl/op_financial \
+ sc/source/core/opencl/op_database \
+ sc/source/core/opencl/op_math \
+ sc/source/core/opencl/op_statistical \
sc/source/core/opencl/clcc/clew \
))
diff --git a/sc/source/core/opencl/formulagroupcl.cxx b/sc/source/core/opencl/formulagroupcl.cxx
index aca185a..665f822 100644
--- a/sc/source/core/opencl/formulagroupcl.cxx
+++ b/sc/source/core/opencl/formulagroupcl.cxx
@@ -18,10 +18,10 @@
#include "openclwrapper.hxx"
-#include "op_financial.cxx"
-#include "op_database.cxx"
-#include "op_math.cxx"
-#include "op_statistical.cxx"
+#include "op_financial.hxx"
+#include "op_database.hxx"
+#include "op_math.hxx"
+#include "op_statistical.hxx"
#include "formulagroupcl_public.hxx"
#include "formulagroupcl_finacial.hxx"
diff --git a/sc/source/core/opencl/op_database.cxx b/sc/source/core/opencl/op_database.cxx
index 147a862..471ad7c 100644
--- a/sc/source/core/opencl/op_database.cxx
+++ b/sc/source/core/opencl/op_database.cxx
@@ -7,26 +7,12 @@
* file, You can obtain one at http://mozilla.org/MPL/2.0/.
*/
-#ifndef OP_DATABASE
-#define OP_DATABASE
-#include "formulagroup.hxx"
-#include "document.hxx"
-#include "formulacell.hxx"
-#include "tokenarray.hxx"
-#include "compiler.hxx"
-#include "interpre.hxx"
-#include "opbase.hxx"
-#include<list>
-#include <iostream>
-#include <sstream>
-#include <algorithm>
-
-#include <memory>
-using namespace formula;
+#include "op_database.hxx"
namespace sc { namespace opencl {
+
+
}}
-#endif
/* vim:set shiftwidth=4 softtabstop=4 expandtab: */
diff --git a/sc/source/core/opencl/op_database.hxx b/sc/source/core/opencl/op_database.hxx
new file mode 100644
index 0000000..e29cc3f
--- /dev/null
+++ b/sc/source/core/opencl/op_database.hxx
@@ -0,0 +1,21 @@
+/* -*- Mode: C++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
+/*
+ * This file is part of the LibreOffice project.
+ *
+ * This Source Code Form is subject to the terms of the Mozilla Public
+ * License, v. 2.0. If a copy of the MPL was not distributed with this
+ * file, You can obtain one at http://mozilla.org/MPL/2.0/.
+ */
+
+#ifndef SC_OPENCL_OP_DATABASE_HXX
+#define SC_OPENCL_OP_DATABASE_HXX
+
+namespace sc { namespace opencl {
+
+
+
+}}
+
+#endif
+
+/* vim:set shiftwidth=4 softtabstop=4 expandtab: */
diff --git a/sc/source/core/opencl/op_financial.cxx b/sc/source/core/opencl/op_financial.cxx
index da48e44..a638530 100644
--- a/sc/source/core/opencl/op_financial.cxx
+++ b/sc/source/core/opencl/op_financial.cxx
@@ -7,16 +7,15 @@
* file, You can obtain one at http://mozilla.org/MPL/2.0/.
*/
-#ifndef OP_FINACIAL
-#define OP_FINACIAL
+#include "op_financial.hxx"
+
#include "formulagroup.hxx"
#include "document.hxx"
#include "formulacell.hxx"
#include "tokenarray.hxx"
#include "compiler.hxx"
#include "interpre.hxx"
-#include "opbase.hxx"
-#include<list>
+#include <list>
#include <iostream>
#include <sstream>
#include <algorithm>
@@ -25,1411 +24,1316 @@
using namespace formula;
namespace sc { namespace opencl {
-class RRI: public SlidingFunctionBase, public OpBase
+
+void RRI::GenSlidingWindowFunction(
+ std::stringstream &ss, const std::string sSymName, SubArguments &vSubArguments)
{
-public:
- virtual void GenSlidingWindowFunction(std::stringstream &ss,
- const std::string sSymName, SubArguments &vSubArguments)
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (unsigned i = 0; i < vSubArguments.size(); i++)
{
- ss << "\ndouble " << sSymName;
- ss << "_"<< BinFuncName() <<"(";
- for (unsigned i = 0; i < vSubArguments.size(); i++)
- {
- if (i)
- ss << ",";
- vSubArguments[i]->GenSlidingWindowDecl(ss);
- }
- ss << ") {\n\t";
- ss << "double tmp = " << GetBottom() <<";\n\t";
- ss << "int gid0 = get_global_id(0);\n\t";
- ss << "double fv;\n\t";
- ss << "double pv;\n\t";
- ss << "double nper;\n\t";
-#ifdef ISNAN
- FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR0= dynamic_cast<const
- formula::SingleVectorRefToken *>(tmpCur0);
-
- FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR1= dynamic_cast<const
- formula::SingleVectorRefToken *>(tmpCur1);
-
- FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR2= dynamic_cast<const
- formula::SingleVectorRefToken *>(tmpCur2);
-
- ss<< "int buffer_nper_len = ";
- ss<< tmpCurDVR0->GetArrayLength();
- ss << ";\n\t";
-
- ss<< "int buffer_pv_len = ";
- ss<< tmpCurDVR1->GetArrayLength();
- ss << ";\n\t";
-
- ss<< "int buffer_fv_len = ";
- ss<< tmpCurDVR2->GetArrayLength();
- ss << ";\n\t";
-#endif
-
-#ifdef ISNAN
- ss<<"if(gid0>=buffer_nper_len || isNan(";
- ss << vSubArguments[0]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"nper = 0;\n\telse \n\t\t";
-#endif
- ss<<"nper = ";
- ss << vSubArguments[0]->GenSlidingWindowDeclRef();
- ss<<";\n\t";
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n\t";
+ ss << "double tmp = " << GetBottom() <<";\n\t";
+ ss << "int gid0 = get_global_id(0);\n\t";
+ ss << "double fv;\n\t";
+ ss << "double pv;\n\t";
+ ss << "double nper;\n\t";
+#ifdef ISNAN
+ FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR0= dynamic_cast<const
+ formula::SingleVectorRefToken *>(tmpCur0);
+
+ FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR1= dynamic_cast<const
+ formula::SingleVectorRefToken *>(tmpCur1);
+
+ FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR2= dynamic_cast<const
+ formula::SingleVectorRefToken *>(tmpCur2);
+
+ ss<< "int buffer_nper_len = ";
+ ss<< tmpCurDVR0->GetArrayLength();
+ ss << ";\n\t";
+
+ ss<< "int buffer_pv_len = ";
+ ss<< tmpCurDVR1->GetArrayLength();
+ ss << ";\n\t";
+
+ ss<< "int buffer_fv_len = ";
+ ss<< tmpCurDVR2->GetArrayLength();
+ ss << ";\n\t";
+#endif
#ifdef ISNAN
- ss<<"if(gid0>=buffer_pv_len || isNan(";
- ss << vSubArguments[1]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"pv = 0;\n\telse \n\t\t";
+ ss<<"if(gid0>=buffer_nper_len || isNan(";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"nper = 0;\n\telse \n\t\t";
#endif
- ss<<"pv = ";
- ss << vSubArguments[1]->GenSlidingWindowDeclRef();
- ss<<";\n\t";
+ ss<<"nper = ";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
#ifdef ISNAN
- ss<<"if(gid0>=buffer_pv_len || isNan(";
- ss << vSubArguments[2]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"fv = 0;\n\telse \n\t\t";
+ ss<<"if(gid0>=buffer_pv_len || isNan(";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"pv = 0;\n\telse \n\t\t";
#endif
- ss<<"fv = ";
- ss << vSubArguments[2]->GenSlidingWindowDeclRef();
- ss<<";\n\t";
- ss << "tmp = pow(fv/pv,1.0/nper)-1;\n\t;";
- ss << "return tmp;\n";
- ss << "}";
- }
-};
+ ss<<"pv = ";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
-class OpRRI:public RRI
-{
-public:
- virtual std::string GetBottom(void) { return "0"; }
- virtual std::string BinFuncName(void) const { return "RRI"; }
-};
+#ifdef ISNAN
+ ss<<"if(gid0>=buffer_pv_len || isNan(";
+ ss << vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"fv = 0;\n\telse \n\t\t";
+#endif
+ ss<<"fv = ";
+ ss << vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+ ss << "tmp = pow(fv/pv,1.0/nper)-1;\n\t;";
+ ss << "return tmp;\n";
+ ss << "}";
+}
-class OpNominal: public Normal
+void OpNominal::GenSlidingWindowFunction(
+ std::stringstream &ss, const std::string sSymName, SubArguments &vSubArguments)
{
-public:
- virtual void GenSlidingWindowFunction(std::stringstream &ss,
- const std::string sSymName, SubArguments &vSubArguments)
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (unsigned i = 0; i < vSubArguments.size(); i++)
{
- ss << "\ndouble " << sSymName;
- ss << "_"<< BinFuncName() <<"(";
- for (unsigned i = 0; i < vSubArguments.size(); i++)
- {
- if (i)
- ss << ",";
- vSubArguments[i]->GenSlidingWindowDecl(ss);
- }
- ss << ") {\n\t";
- ss << "double tmp = 0;\n\t";
- ss << "int gid0 = get_global_id(0);\n\t";
- ss <<"double tmp0 = ";
- ss <<vSubArguments[0]->GenSlidingWindowDeclRef()<<";\n\t";
- ss <<"double tmp1 = ";
- ss <<vSubArguments[1]->GenSlidingWindowDeclRef()<<";\n\t";
-#ifdef ISNAN
-
- FormulaToken *tmpCur0 = vSubArguments[0]
- ->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR0= dynamic_cast<const
- formula::SingleVectorRefToken *>(tmpCur0);
- ss<<"if("<<tmpCurDVR0->GetArrayLength()<<"<=gid0||";
- ss <<"isNan(tmp0))\n\t\t";
- ss<<" tmp0= 0;\n\t";
- FormulaToken *tmpCur1 = vSubArguments[1]
- ->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR1= dynamic_cast<const
- formula::SingleVectorRefToken *>(tmpCur1);
- ss<<"if("<<tmpCurDVR1->GetArrayLength()<<"<=gid0||";
- ss <<"isNan(tmp1))\n\t\t";
- ss<<" tmp1= 0;\n\t";
-#endif
- ss<<"if(tmp1==0)\n\t";
- ss<<"\treturn 0;\n\t";
- ss<<"tmp=( pow( tmp0+ 1.0, 1.0 / tmp1 ) - 1.0 ) *";
- ss<<"tmp1;\n\t";
- ss << "return tmp;\n";
- ss << "}";
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
}
- virtual std::string BinFuncName(void) const { return "NOMINAL_ADD"; }
-};
+ ss << ") {\n\t";
+ ss << "double tmp = 0;\n\t";
+ ss << "int gid0 = get_global_id(0);\n\t";
+ ss <<"double tmp0 = ";
+ ss <<vSubArguments[0]->GenSlidingWindowDeclRef()<<";\n\t";
+ ss <<"double tmp1 = ";
+ ss <<vSubArguments[1]->GenSlidingWindowDeclRef()<<";\n\t";
+#ifdef ISNAN
+
+ FormulaToken *tmpCur0 = vSubArguments[0]
+ ->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR0= dynamic_cast<const
+ formula::SingleVectorRefToken *>(tmpCur0);
+ ss<<"if("<<tmpCurDVR0->GetArrayLength()<<"<=gid0||";
+ ss <<"isNan(tmp0))\n\t\t";
+ ss<<" tmp0= 0;\n\t";
+ FormulaToken *tmpCur1 = vSubArguments[1]
+ ->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR1= dynamic_cast<const
+ formula::SingleVectorRefToken *>(tmpCur1);
+ ss<<"if("<<tmpCurDVR1->GetArrayLength()<<"<=gid0||";
+ ss <<"isNan(tmp1))\n\t\t";
+ ss<<" tmp1= 0;\n\t";
+#endif
+ ss<<"if(tmp1==0)\n\t";
+ ss<<"\treturn 0;\n\t";
+ ss<<"tmp=( pow( tmp0+ 1.0, 1.0 / tmp1 ) - 1.0 ) *";
+ ss<<"tmp1;\n\t";
+ ss << "return tmp;\n";
+ ss << "}";
+}
-class OpDollarde:public Normal
+void OpDollarde::GenSlidingWindowFunction(
+ std::stringstream &ss, const std::string sSymName, SubArguments &vSubArguments)
{
-public:
- virtual std::string GetBottom(void) { return "0"; }
- virtual void GenSlidingWindowFunction(std::stringstream &ss,
- const std::string sSymName, SubArguments &vSubArguments)
- {
- ss << "\ndouble " << sSymName;
- ss << "_"<< BinFuncName() <<"(";
- for (unsigned i = 0; i < vSubArguments.size(); i++)
- {
- if (i)
- ss << ",";
- vSubArguments[i]->GenSlidingWindowDecl(ss);
- }
- ss << ") {\n\t";
- ss << "double tmp = " << GetBottom() <<";\n\t";
- ss << "int gid0 = get_global_id(0);\n\t";
- ss << "double fInt = " << GetBottom() <<";\n\t";
- ss << "double dollar;\n\t";
- ss << "double fFrac;\n\t";
- #ifdef ISNAN
- FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR0= dynamic_cast<const
- formula::SingleVectorRefToken *>(tmpCur0);
- FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR1= dynamic_cast<const
- formula::SingleVectorRefToken *>(tmpCur1);
- ss<< "int buffer_dollar_len = ";
- ss<< tmpCurDVR0->GetArrayLength();
- ss << ";\n\t";
- ss<< "int buffer_frac_len = ";
- ss<< tmpCurDVR1->GetArrayLength();
- ss << ";\n\t";
- #endif
- #ifdef ISNAN
- ss<<"if((gid0)>=buffer_dollar_len || isNan(";
- ss << vSubArguments[0]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"dollar = 0;\n\telse \n\t\t";
- #endif
- ss<<"dollar = ";
- ss << vSubArguments[0]->GenSlidingWindowDeclRef();
- ss<<";\n\t";
- #ifdef ISNAN
- ss<<"if((gid0)>=buffer_frac_len || isNan(";
- ss << vSubArguments[1]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"fFrac = 0;\n\telse \n\t\t";
- #endif
- ss<<"fFrac = ";
- ss << vSubArguments[1]->GenSlidingWindowDeclRef();
- ss<<";\n\t";
- ss << "tmp = modf( dollar , &fInt );\n\t";
- ss << "tmp /= fFrac;\n\t";
- ss << "tmp *= pow( 10.0 , ceil( log10(fFrac ) ) );\n\t";
- ss << "tmp += fInt;\t";
- ss << "\n\treturn tmp;\n";
- ss << "}";
- }
-virtual std::string BinFuncName(void) const { return "Dollarde"; }
-
-};
-class OpDollarfr:public Normal
-{
-public:
- virtual std::string GetBottom(void) { return "0"; }
- virtual void GenSlidingWindowFunction(std::stringstream &ss,
- const std::string sSymName, SubArguments &vSubArguments)
- {
- ss << "\ndouble " << sSymName;
- ss << "_"<< BinFuncName() <<"(";
- for (unsigned i = 0; i < vSubArguments.size(); i++)
- {
- if (i)
- ss << ",";
- vSubArguments[i]->GenSlidingWindowDecl(ss);
- }
- ss << ") {\n\t";
- ss << "double tmp = " << GetBottom() <<";\n\t";
- ss << "int gid0 = get_global_id(0);\n\t";
- ss << "double fInt = " << GetBottom() <<";\n\t";
- ss << "double dollar;\n\t";
- ss << "double fFrac;\n\t";
- #ifdef ISNAN
- FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR0= dynamic_cast<const
- formula::SingleVectorRefToken *>(tmpCur0);
- FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR1= dynamic_cast<const
- formula::SingleVectorRefToken *>(tmpCur1);
- ss<< "int buffer_dollar_len = ";
- ss<< tmpCurDVR0->GetArrayLength();
- ss << ";\n\t";
- ss<< "int buffer_frac_len = ";
- ss<< tmpCurDVR1->GetArrayLength();
- ss << ";\n\t";
- #endif
- #ifdef ISNAN
- ss<<"if((gid0)>=buffer_dollar_len || isNan(";
- ss << vSubArguments[0]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"dollar = 0;\n\telse \n\t\t";
- #endif
- ss<<"dollar = ";
- ss << vSubArguments[0]->GenSlidingWindowDeclRef();
- ss<<";\n\t";
- #ifdef ISNAN
- ss<<"if((gid0)>=buffer_frac_len || isNan(";
- ss << vSubArguments[1]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"fFrac = 0;\n\telse \n\t\t";
- #endif
- ss<<"fFrac = ";
- ss << vSubArguments[1]->GenSlidingWindowDeclRef();
- ss<<";\n\t";
- ss << "tmp = modf( dollar , &fInt );\n\t";
- ss << "tmp *= fFrac;\n\t";
- ss << "tmp *= pow( 10.0 , -ceil( log10(fFrac ) ) );\n\t";
- ss << "tmp += fInt;\t";
- ss << "\n\treturn tmp;\n";
- ss << "}";
- }
- virtual std::string BinFuncName(void) const { return "Dollarfr"; }
-
-};
-class OpDISC: public Normal {
-public:
- virtual std::string GetBottom(void) { return "0"; }
-
- virtual void GenSlidingWindowFunction(std::stringstream &ss,
- const std::string sSymName, SubArguments &vSubArguments)
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (unsigned i = 0; i < vSubArguments.size(); i++)
{
-
- ss << "\ndouble " << sSymName;
- ss << "_"<< BinFuncName() <<"(";
- for (unsigned i = 0; i < vSubArguments.size(); i++)
- {
- if (i)
- ss << ",";
- vSubArguments[i]->GenSlidingWindowDecl(ss);
- }
- ss << ") {\n\t";
- ss << "double tmp = " << GetBottom() <<";\n\t";
- ss << "int gid0 = get_global_id(0);\n\t";
- ss << "double settle = " << GetBottom() <<";\n\t";
- ss << "double maturity = " << GetBottom() <<";\n\t";
- ss << "double price = " << GetBottom() <<";\n\t";
- ss << "double redemp = " << GetBottom() <<";\n\t";
- ss << "int mode = " << GetBottom() <<";\n\t";
- #ifdef ISNAN
- FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR0= dynamic_cast<const
- formula::SingleVectorRefToken *>(tmpCur0);
- FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR1= dynamic_cast<const
- formula::SingleVectorRefToken *>(tmpCur1);
- FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR2= dynamic_cast<const
- formula::SingleVectorRefToken *>(tmpCur2);
- FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR3= dynamic_cast<const
- formula::SingleVectorRefToken *>(tmpCur3);
- FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR4= dynamic_cast<const
- formula::SingleVectorRefToken *>(tmpCur4);
- ss<< "int buffer_settle_len = ";
- ss<< tmpCurDVR0->GetArrayLength();
- ss << ";\n\t";
- ss<< "int buffer_maturity_len = ";
- ss<< tmpCurDVR1->GetArrayLength();
- ss << ";\n\t";
- ss<< "int buffer_price_len = ";
- ss<< tmpCurDVR2->GetArrayLength();
- ss << ";\n\t";
- ss<< "int buffer_redemp_len = ";
- ss<< tmpCurDVR3->GetArrayLength();
- ss << ";\n\t";
- ss<< "int buffer_mode_len = ";
- ss<< tmpCurDVR4->GetArrayLength();
- ss << ";\n\t";
- #endif
- #ifdef ISNAN
- ss<<"if((gid0)>=buffer_settle_len || isNan(";
- ss << vSubArguments[0]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"settle = 0;\n\telse \n\t\t";
- #endif
- ss<<"settle = ";
- ss << vSubArguments[0]->GenSlidingWindowDeclRef();
- ss<<";\n\t";
- #ifdef ISNAN
- ss<<"if((gid0)>=buffer_maturity_len || isNan(";
- ss << vSubArguments[1]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"maturity = 0;\n\telse \n\t\t";
- #endif
- ss<<"maturity = ";
- ss << vSubArguments[1]->GenSlidingWindowDeclRef();
- ss<<";\n\t";
- #ifdef ISNAN
- ss<<"if((gid0)>=buffer_price_len || isNan(";
- ss << vSubArguments[2]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"price = 0;\n\telse \n\t\t";
- #endif
- ss<<"price = ";
- ss << vSubArguments[2]->GenSlidingWindowDeclRef();
- ss<<";\n\t";
- #ifdef ISNAN
- ss<<"if((gid0)>=buffer_redemp_len || isNan(";
- ss << vSubArguments[3]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"redemp = 0;\n\telse \n\t\t";
- #endif
- ss<<"redemp = ";
- ss << vSubArguments[3]->GenSlidingWindowDeclRef();
- ss<<";\n\t";
- #ifdef ISNAN
- ss<<"if((gid0)>=buffer_mode_len || isNan(";
- ss << vSubArguments[4]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"mode = 0;\n\telse \n\t\t";
- #endif
- ss<<"mode = ";
- ss << vSubArguments[4]->GenSlidingWindowDeclRef();
- ss<<";\n\t";
- ss << "int nNullDate = GetNullDate( 30 , 12 , 1899 );\n\t";
- ss << "tmp = 1.0 - price / redemp;\n\t";
- ss << "tmp /= GetYearFrac( nNullDate , settle , maturity , mode );\n\t";
- ss << "return tmp;\n";
- ss << "}";
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
}
- virtual std::string BinFuncName(void) const { return "DISC"; }
-};
-class OpINTRATE: public Normal {
-public:
- virtual std::string GetBottom(void) { return "0"; }
-
- virtual void GenSlidingWindowFunction(std::stringstream &ss,
- const std::string sSymName, SubArguments &vSubArguments)
- {
+ ss << ") {\n\t";
+ ss << "double tmp = " << GetBottom() <<";\n\t";
+ ss << "int gid0 = get_global_id(0);\n\t";
+ ss << "double fInt = " << GetBottom() <<";\n\t";
+ ss << "double dollar;\n\t";
+ ss << "double fFrac;\n\t";
+#ifdef ISNAN
+ FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR0= dynamic_cast<const
+ formula::SingleVectorRefToken *>(tmpCur0);
+ FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR1= dynamic_cast<const
+ formula::SingleVectorRefToken *>(tmpCur1);
+ ss<< "int buffer_dollar_len = ";
+ ss<< tmpCurDVR0->GetArrayLength();
+ ss << ";\n\t";
+ ss<< "int buffer_frac_len = ";
+ ss<< tmpCurDVR1->GetArrayLength();
+ ss << ";\n\t";
+#endif
+#ifdef ISNAN
+ ss<<"if((gid0)>=buffer_dollar_len || isNan(";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"dollar = 0;\n\telse \n\t\t";
+#endif
+ ss<<"dollar = ";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+#ifdef ISNAN
+ ss<<"if((gid0)>=buffer_frac_len || isNan(";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"fFrac = 0;\n\telse \n\t\t";
+#endif
+ ss<<"fFrac = ";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+ ss << "tmp = modf( dollar , &fInt );\n\t";
+ ss << "tmp /= fFrac;\n\t";
+ ss << "tmp *= pow( 10.0 , ceil( log10(fFrac ) ) );\n\t";
+ ss << "tmp += fInt;\t";
+ ss << "\n\treturn tmp;\n";
+ ss << "}";
+}
- ss << "\ndouble " << sSymName;
- ss << "_"<< BinFuncName() <<"(";
- for (unsigned i = 0; i < vSubArguments.size(); i++)
- {
- if (i)
- ss << ",";
- vSubArguments[i]->GenSlidingWindowDecl(ss);
- }
- ss << ") {\n\t";
- ss << "double tmp = " << GetBottom() <<";\n\t";
- ss << "int gid0 = get_global_id(0);\n\t";
- ss << "double settle = " << GetBottom() <<";\n\t";
- ss << "double maturity = " << GetBottom() <<";\n\t";
- ss << "double price = " << GetBottom() <<";\n\t";
- ss << "double redemp = " << GetBottom() <<";\n\t";
- ss << "int mode = " << GetBottom() <<";\n\t";
- #ifdef ISNAN
- FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR0= dynamic_cast<const
- formula::SingleVectorRefToken *>(tmpCur0);
- FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR1= dynamic_cast<const
- formula::SingleVectorRefToken *>(tmpCur1);
- FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR2= dynamic_cast<const
- formula::SingleVectorRefToken *>(tmpCur2);
- FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR3= dynamic_cast<const
- formula::SingleVectorRefToken *>(tmpCur3);
- FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR4= dynamic_cast<const
- formula::SingleVectorRefToken *>(tmpCur4);
- ss << "int buffer_settle_len = ";
- ss << tmpCurDVR0->GetArrayLength();
- ss << ";\n\t";
- ss << "int buffer_maturity_len = ";
- ss << tmpCurDVR1->GetArrayLength();
- ss << ";\n\t";
- ss << "int buffer_price_len = ";
- ss << tmpCurDVR2->GetArrayLength();
- ss << ";\n\t";
- ss << "int buffer_redemp_len = ";
- ss << tmpCurDVR3->GetArrayLength();
- ss << ";\n\t";
- ss << "int buffer_mode_len = ";
- ss << tmpCurDVR4->GetArrayLength();
- ss << ";\n\t";
- #endif
- #ifdef ISNAN
- ss << "if((gid0)>=buffer_settle_len || isNan(";
- ss << vSubArguments[0]->GenSlidingWindowDeclRef();
- ss << "))\n\t\t";
- ss << "settle = 0;\n\telse \n\t\t";
- #endif
- ss << "settle = ";
- ss << vSubArguments[0]->GenSlidingWindowDeclRef();
- ss << ";\n\t";
- #ifdef ISNAN
- ss << "if((gid0)>=buffer_maturity_len || isNan(";
- ss << vSubArguments[1]->GenSlidingWindowDeclRef();
- ss << "))\n\t\t";
- ss << "maturity = 0;\n\telse \n\t\t";
- #endif
- ss << "maturity = ";
- ss << vSubArguments[1]->GenSlidingWindowDeclRef();
- ss << ";\n\t";
- #ifdef ISNAN
- ss << "if((gid0)>=buffer_price_len || isNan(";
- ss << vSubArguments[2]->GenSlidingWindowDeclRef();
- ss << "))\n\t\t";
- ss << "price = 0;\n\telse \n\t\t";
- #endif
- ss << "price = ";
- ss << vSubArguments[2]->GenSlidingWindowDeclRef();
- ss << ";\n\t";
- #ifdef ISNAN
- ss << "if((gid0)>=buffer_redemp_len || isNan(";
- ss << vSubArguments[3]->GenSlidingWindowDeclRef();
- ss << "))\n\t\t";
- ss << "redemp = 0;\n\telse \n\t\t";
- #endif
- ss << "redemp = ";
- ss << vSubArguments[3]->GenSlidingWindowDeclRef();
- ss << ";\n\t";
- #ifdef ISNAN
- ss << "if((gid0)>=buffer_mode_len || isNan(";
- ss << vSubArguments[4]->GenSlidingWindowDeclRef();
- ss << "))\n\t\t";
- ss << "mode = 0;\n\telse \n\t\t";
- #endif
- ss << "mode = ";
- ss << vSubArguments[4]->GenSlidingWindowDeclRef();
- ss << ";\n\t";
- ss << "int nNullDate = GetNullDate(30,12,1899);\n\t";
- ss << "tmp = (redemp / price - 1.0) / GetYearDiff(nNullDate, settle, maturity, mode);\n\t";
- ss << "return tmp;\n";
- ss << "}";
- }
- virtual std::string BinFuncName(void) const { return "INTRATE"; }
-};
-class Fvschedule: public Normal
+void OpDollarfr::GenSlidingWindowFunction(std::stringstream &ss,
+ const std::string sSymName, SubArguments &vSubArguments)
{
-public:
- virtual void GenSlidingWindowFunction(std::stringstream &ss,
- const std::string sSymName, SubArguments &vSubArguments)
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (unsigned i = 0; i < vSubArguments.size(); i++)
{
- FormulaToken* pCur = vSubArguments[1]->GetFormulaToken();
- assert(pCur);
- const formula::DoubleVectorRefToken* pCurDVR =
- dynamic_cast<const formula::DoubleVectorRefToken *>(pCur);
- size_t nCurWindowSize = pCurDVR->GetRefRowSize();
- ss << "\ndouble " << sSymName;
- ss << "_"<< BinFuncName() <<"(";
- for (unsigned i = 0; i < vSubArguments.size(); i++)
- {
- if (i)
- ss << ",";
- vSubArguments[i]->GenSlidingWindowDecl(ss);
- }
- ss << ") {\n\t";
- ss << "double tmp = 1.0;\n\t";
- ss << "int gid0 = get_global_id(0);\n\t";
- ss << "double arg0 = " << vSubArguments[0]->GenSlidingWindowDeclRef();
- ss << ";\n\t";
- #ifdef ISNAN
- ss << "if (isNan(arg0))\n\t\t";
- ss << "arg0 = 0;\n\t";
- #endif
- ss << "double arg1;\n\t";
- ss << "int arrayLength = " << pCurDVR->GetArrayLength() << ";\n\t";
- #ifdef ISNAN
- ss << "for (int i = 0; i + gid0 < arrayLength &&";
- ss << " i < " << nCurWindowSize << "; i++){\n\t\t";
- #else
- ss << "for (int i = 0; i < " << nCurWindowSize << "; i++){\n\t\t";
- #endif
- ss << "arg1 = ";
- ss << vSubArguments[1]->GenSlidingWindowDeclRef() << ";\n\t\t\t";
- #ifdef ISNAN
- ss << "if (isNan(arg1))\n\t\t\t\t";
- ss << "arg1 = 0;\n\t\t\t";
- #endif
- ss << "tmp *= arg1 + 1.0;\n\t\t";
- ss << "}\n\t";
- ss << "return (double)tmp * arg0";
- ss << ";\n}";
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
}
-};
+ ss << ") {\n\t";
+ ss << "double tmp = " << GetBottom() <<";\n\t";
+ ss << "int gid0 = get_global_id(0);\n\t";
+ ss << "double fInt = " << GetBottom() <<";\n\t";
+ ss << "double dollar;\n\t";
+ ss << "double fFrac;\n\t";
+#ifdef ISNAN
+ FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR0= dynamic_cast<const
+ formula::SingleVectorRefToken *>(tmpCur0);
+ FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR1= dynamic_cast<const
+ formula::SingleVectorRefToken *>(tmpCur1);
+ ss<< "int buffer_dollar_len = ";
+ ss<< tmpCurDVR0->GetArrayLength();
+ ss << ";\n\t";
+ ss<< "int buffer_frac_len = ";
+ ss<< tmpCurDVR1->GetArrayLength();
+ ss << ";\n\t";
+#endif
+#ifdef ISNAN
+ ss<<"if((gid0)>=buffer_dollar_len || isNan(";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"dollar = 0;\n\telse \n\t\t";
+#endif
+ ss<<"dollar = ";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+#ifdef ISNAN
+ ss<<"if((gid0)>=buffer_frac_len || isNan(";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"fFrac = 0;\n\telse \n\t\t";
+#endif
+ ss<<"fFrac = ";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+ ss << "tmp = modf( dollar , &fInt );\n\t";
+ ss << "tmp *= fFrac;\n\t";
+ ss << "tmp *= pow( 10.0 , -ceil( log10(fFrac ) ) );\n\t";
+ ss << "tmp += fInt;\t";
+ ss << "\n\treturn tmp;\n";
+ ss << "}";
+}
-class Cumipmt: public Normal
+void OpDISC::GenSlidingWindowFunction(
+ std::stringstream &ss, const std::string sSymName, SubArguments &vSubArguments)
{
-public:
- virtual void GenSlidingWindowFunction(std::stringstream &ss,
- const std::string sSymName, SubArguments &vSubArguments)
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (unsigned i = 0; i < vSubArguments.size(); i++)
{
- ss << "\ndouble " << sSymName;
- ss << "_"<< BinFuncName() <<"(";
- for (unsigned i = 0; i < vSubArguments.size(); i++)
- {
- if (i)
- ss << ",";
- vSubArguments[i]->GenSlidingWindowDecl(ss);
- }
- ss << ") {\n\t";
-
- ss << " int gid0 = get_global_id(0);\n";
- ss << "double fRate,fVal;\n\t";
- ss <<"int nStartPer,nEndPer,nNumPeriods,nPayType;\n\t";
-#ifdef ISNAN
- FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR0= dynamic_cast<const
- formula::SingleVectorRefToken *>(tmpCur0);
- FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR1= dynamic_cast<const
- formula::SingleVectorRefToken *>(tmpCur1);
- FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR2= dynamic_cast<const
- formula::SingleVectorRefToken *>(tmpCur2);
- FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR3= dynamic_cast<const
- formula::SingleVectorRefToken *>(tmpCur3);
- FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR4= dynamic_cast<const
- formula::SingleVectorRefToken *>(tmpCur4);
- FormulaToken *tmpCur5 = vSubArguments[5]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR5= dynamic_cast<const
- formula::SingleVectorRefToken *>(tmpCur5);
- ss<< "int buffer_rate_len = ";
- ss<< tmpCurDVR0->GetArrayLength();
- ss << ";\n\t";
- ss<< "int buffer_NumPeriods_len = ";
- ss<< tmpCurDVR1->GetArrayLength();
- ss << ";\n\t";
- ss<< "int buffer_Val_len = ";
- ss<< tmpCurDVR2->GetArrayLength();
- ss << ";\n\t";
- ss<< "int buffer_StartPer_len = ";
- ss<< tmpCurDVR3->GetArrayLength();
- ss << ";\n\t";
- ss<< "int buffer_EndPer_len = ";
- ss<< tmpCurDVR4->GetArrayLength();
- ss << ";\n\t";
- ss<< "int buffer_PayType_len = ";
- ss<< tmpCurDVR5->GetArrayLength();
- ss << ";\n\t";
-#endif
-#ifdef ISNAN
- ss <<"if(gid0 >= buffer_rate_len || isNan(";
- ss <<vSubArguments[0]->GenSlidingWindowDeclRef();
- ss <<"))\n\t\t";
- ss <<"fRate = 0;\n\telse\n\t\t";
-#endif
- ss <<"fRate = "<<vSubArguments[0]->GenSlidingWindowDeclRef();
- ss <<";\n\t";
-#ifdef ISNAN
- ss <<"if(gid0 >= buffer_NumPeriods_len || isNan(";
- ss <<vSubArguments[1]->GenSlidingWindowDeclRef();
- ss <<"))\n\t\t";
- ss <<"nNumPeriods = 0;\n\telse\n\t\t";
-#endif
- ss <<"nNumPeriods = (int)";
- ss <<vSubArguments[1]->GenSlidingWindowDeclRef();
- ss <<";\n\t";
-#ifdef ISNAN
- ss <<"if(gid0 >= buffer_Val_len || isNan(";
- ss <<vSubArguments[2]->GenSlidingWindowDeclRef();
- ss <<"))\n\t\t";
- ss <<"fVal = 0;\n\telse\n\t\t";
-#endif
- ss <<"fVal = "<<vSubArguments[2]->GenSlidingWindowDeclRef();
- ss <<";\n\t";
-#ifdef ISNAN
- ss <<"if(gid0 >= buffer_StartPer_len || isNan(";
- ss <<vSubArguments[3]->GenSlidingWindowDeclRef();
- ss <<"))\n\t\t";
- ss <<"nStartPer = 0;\n\telse\n\t\t";
-#endif
- ss <<"nStartPer = (int)"<<vSubArguments[3]->GenSlidingWindowDeclRef();
- ss <<";\n\t";
-#ifdef ISNAN
- ss <<"if(gid0 >= buffer_EndPer_len || isNan(";
- ss <<vSubArguments[4]->GenSlidingWindowDeclRef();
- ss <<"))\n\t\t";
- ss <<"nEndPer = 0;\n\telse\n\t\t";
-#endif
- ss <<"nEndPer = (int)"<<vSubArguments[4]->GenSlidingWindowDeclRef();
- ss <<";\n\t";
-#ifdef ISNAN
- ss <<"if(gid0 >= buffer_PayType_len || isNan(";
- ss <<vSubArguments[5]->GenSlidingWindowDeclRef();
- ss <<"))\n\t\t";
- ss <<"nPayType = 0;\n\telse\n\t\t";
-#endif
- ss <<"nPayType = (int)"<<vSubArguments[5]->GenSlidingWindowDeclRef();
- ss <<";\n\t";
- ss << " double fRmz;\n";
- ss << "fRmz = GetRmz( fRate, nNumPeriods, fVal, 0.0, nPayType );\n";
- ss << "double tmp = 0.0;\n";
- ss << "uint nStart = nStartPer ;\n";
- ss << "uint nEnd = nEndPer ;\n";
- ss << " if( nStart == 1 )\n";
- ss << " {\n";
- ss << " if( nPayType <= 0 )\n";
- ss << " tmp = -fVal;\n";
- ss << " nStart++;\n";
- ss << " }\n";
- ss << " for( uint i = nStart ; i <= nEnd ; i++ )\n";
- ss << " {\n";
- ss << " if( nPayType > 0 )\n";
- ss << " tmp += GetZw( fRate, convert_double( i - 2 ), ";
- ss << "fRmz, fVal, 1 ) - fRmz;\n";
- ss << " else\n";
- ss << " tmp += GetZw( fRate, convert_double( i - 1 ), ";
- ss << "fRmz, fVal, 0 );\n";
- ss << " }\n";
- ss << "tmp *= fRate;\n";
- ss << "return tmp;\n";
- ss << "}";
-
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
}
-};
+ ss << ") {\n\t";
+ ss << "double tmp = " << GetBottom() <<";\n\t";
+ ss << "int gid0 = get_global_id(0);\n\t";
+ ss << "double settle = " << GetBottom() <<";\n\t";
+ ss << "double maturity = " << GetBottom() <<";\n\t";
+ ss << "double price = " << GetBottom() <<";\n\t";
+ ss << "double redemp = " << GetBottom() <<";\n\t";
+ ss << "int mode = " << GetBottom() <<";\n\t";
+#ifdef ISNAN
+ FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR0= dynamic_cast<const
+ formula::SingleVectorRefToken *>(tmpCur0);
+ FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR1= dynamic_cast<const
+ formula::SingleVectorRefToken *>(tmpCur1);
+ FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR2= dynamic_cast<const
+ formula::SingleVectorRefToken *>(tmpCur2);
+ FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR3= dynamic_cast<const
+ formula::SingleVectorRefToken *>(tmpCur3);
+ FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR4= dynamic_cast<const
+ formula::SingleVectorRefToken *>(tmpCur4);
+ ss<< "int buffer_settle_len = ";
+ ss<< tmpCurDVR0->GetArrayLength();
+ ss << ";\n\t";
+ ss<< "int buffer_maturity_len = ";
+ ss<< tmpCurDVR1->GetArrayLength();
+ ss << ";\n\t";
+ ss<< "int buffer_price_len = ";
+ ss<< tmpCurDVR2->GetArrayLength();
+ ss << ";\n\t";
+ ss<< "int buffer_redemp_len = ";
+ ss<< tmpCurDVR3->GetArrayLength();
+ ss << ";\n\t";
+ ss<< "int buffer_mode_len = ";
+ ss<< tmpCurDVR4->GetArrayLength();
+ ss << ";\n\t";
+#endif
+#ifdef ISNAN
+ ss<<"if((gid0)>=buffer_settle_len || isNan(";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"settle = 0;\n\telse \n\t\t";
+#endif
+ ss<<"settle = ";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+#ifdef ISNAN
+ ss<<"if((gid0)>=buffer_maturity_len || isNan(";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"maturity = 0;\n\telse \n\t\t";
+#endif
+ ss<<"maturity = ";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+#ifdef ISNAN
+ ss<<"if((gid0)>=buffer_price_len || isNan(";
+ ss << vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"price = 0;\n\telse \n\t\t";
+#endif
+ ss<<"price = ";
+ ss << vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+#ifdef ISNAN
+ ss<<"if((gid0)>=buffer_redemp_len || isNan(";
+ ss << vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"redemp = 0;\n\telse \n\t\t";
+#endif
+ ss<<"redemp = ";
+ ss << vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+#ifdef ISNAN
+ ss<<"if((gid0)>=buffer_mode_len || isNan(";
+ ss << vSubArguments[4]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"mode = 0;\n\telse \n\t\t";
+#endif
+ ss<<"mode = ";
+ ss << vSubArguments[4]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+ ss << "int nNullDate = GetNullDate( 30 , 12 , 1899 );\n\t";
+ ss << "tmp = 1.0 - price / redemp;\n\t";
+ ss << "tmp /= GetYearFrac( nNullDate , settle , maturity , mode );\n\t";
+ ss << "return tmp;\n";
+ ss << "}";
+}
-class IRR: public Normal
+void OpINTRATE::GenSlidingWindowFunction(
+ std::stringstream &ss, const std::string sSymName, SubArguments &vSubArguments)
{
-public:
- virtual void GenSlidingWindowFunction(std::stringstream &ss,
- const std::string sSymName, SubArguments &vSubArguments)
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (unsigned i = 0; i < vSubArguments.size(); i++)
{
- FormulaToken* pCur = vSubArguments[0]->GetFormulaToken();
- assert(pCur);
- const formula::DoubleVectorRefToken* pCurDVR =
- dynamic_cast<const formula::DoubleVectorRefToken *>(pCur);
- size_t nCurWindowSize = pCurDVR->GetRefRowSize();
- FormulaToken* pCur1 = vSubArguments[1]->GetFormulaToken();
- assert(pCur1);
- const formula::SingleVectorRefToken* pSVR1 =
- dynamic_cast< const formula::SingleVectorRefToken* >(pCur1);
- assert(pSVR1);
- ss << "\ndouble " << sSymName;
- ss << "_"<< BinFuncName() <<"(";
- for (unsigned i = 0; i < vSubArguments.size(); i++)
- {
- if (i)
- ss << ",";
- vSubArguments[i]->GenSlidingWindowDecl(ss);
- }
- ss << ") {\n";
- ss << "#define Epsilon 1.0E-7\n\t";
- ss << "int gid0 = get_global_id(0);\n\t";
- ss << "double fSchaetzwert = ";
- ss << vSubArguments[1]->GenSlidingWindowDeclRef() << ";\n\t";
- ss << "double fEps = 1.0;\n\t";
- ss << "double x = 0.0, xNeu = 0.0, fZaehler = 0.0, fNenner = 0.0;\n\t";
- ss << "double nCount = 0.0;\n\t";
- ss << "int argLen1 = " << pSVR1->GetArrayLength() << ";\n\t";
- #ifdef ISNAN
- ss << "if (gid0 >= argLen1)\n\t\t";
- ss << "fSchaetzwert = 0.1;\n\t";
- ss << "if (isNan(fSchaetzwert))\n\t\t";
- ss << "x = 0.1;\n\t";
- ss << "else\n\t\t";
- #endif
- ss << "x = fSchaetzwert;\n\t";
- ss << "unsigned short nItCount = 0;\n\t";
- ss << "while (fEps > Epsilon && nItCount < 20){\n\t\t";
- ss << "nCount = 0.0;\n\t\tfZaehler = 0.0;\n\t\tfNenner = 0.0;\n\t\t";
- ss << "double arg0;\n\t\t";
- ss << "int arrayLength = " << pCurDVR->GetArrayLength() << ";\n\t";
- #ifdef ISNAN
- ss << "for (int i = 0; i + gid0 < arrayLength &&";
- ss << " i < " << nCurWindowSize << "; i++){\n\t\t\t";
- #else
- ss << "for (int i = 0; i < " << nCurWindowSize << "; i++){\n\t\t\t";
- #endif
- ss << "arg0 = ";
- ss << vSubArguments[0]->GenSlidingWindowDeclRef() << ";\n\t\t\t";
- #ifdef ISNAN
- ss << "if (isNan(arg0))\n\t\t\t\t";
- ss << "continue;\n\t\t\t";
- #endif
- ss << "fZaehler += arg0 / pow(1.0+x, nCount);\n\t\t\t";
- ss << "fNenner += -nCount * arg0 / pow(1.0+x,nCount+1.0);\n\t\t\t";
- ss << "nCount+=1;\n";
- ss << "\n\t\t}\n\t\t";
- ss << "xNeu = x - fZaehler / fNenner;\n\t\t";
- ss << "fEps = fabs(xNeu - x);\n\t\t";
- ss << "x = xNeu;\n\t\t";
- ss << "nItCount++;\n\t}\n\t";
- ss << "if (fSchaetzwert == 0.0 && fabs(x) < Epsilon)\n\t\t";
- ss << "x = 0.0;\n\t";
- ss << "if (fEps < Epsilon)\n\t\t";
- ss << "return x;\n\t";
- ss << "else\n\t\t";
- ss << "return (double)523;\n";
- ss << "}";
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
}
-};
-class OpIRR: public IRR{
-public:
- virtual std::string GetBottom(void) { return "0"; }
- virtual std::string BinFuncName(void) const { return "IRR"; }
-};
-
-class XNPV: public Normal
+ ss << ") {\n\t";
+ ss << "double tmp = " << GetBottom() <<";\n\t";
+ ss << "int gid0 = get_global_id(0);\n\t";
+ ss << "double settle = " << GetBottom() <<";\n\t";
+ ss << "double maturity = " << GetBottom() <<";\n\t";
+ ss << "double price = " << GetBottom() <<";\n\t";
+ ss << "double redemp = " << GetBottom() <<";\n\t";
+ ss << "int mode = " << GetBottom() <<";\n\t";
+#ifdef ISNAN
+ FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR0= dynamic_cast<const
+ formula::SingleVectorRefToken *>(tmpCur0);
+ FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR1= dynamic_cast<const
+ formula::SingleVectorRefToken *>(tmpCur1);
+ FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR2= dynamic_cast<const
+ formula::SingleVectorRefToken *>(tmpCur2);
+ FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR3= dynamic_cast<const
+ formula::SingleVectorRefToken *>(tmpCur3);
+ FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR4= dynamic_cast<const
+ formula::SingleVectorRefToken *>(tmpCur4);
+ ss << "int buffer_settle_len = ";
+ ss << tmpCurDVR0->GetArrayLength();
+ ss << ";\n\t";
+ ss << "int buffer_maturity_len = ";
+ ss << tmpCurDVR1->GetArrayLength();
+ ss << ";\n\t";
+ ss << "int buffer_price_len = ";
+ ss << tmpCurDVR2->GetArrayLength();
+ ss << ";\n\t";
+ ss << "int buffer_redemp_len = ";
+ ss << tmpCurDVR3->GetArrayLength();
+ ss << ";\n\t";
+ ss << "int buffer_mode_len = ";
+ ss << tmpCurDVR4->GetArrayLength();
+ ss << ";\n\t";
+#endif
+#ifdef ISNAN
+ ss << "if((gid0)>=buffer_settle_len || isNan(";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss << "))\n\t\t";
+ ss << "settle = 0;\n\telse \n\t\t";
+#endif
+ ss << "settle = ";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss << ";\n\t";
+#ifdef ISNAN
+ ss << "if((gid0)>=buffer_maturity_len || isNan(";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss << "))\n\t\t";
+ ss << "maturity = 0;\n\telse \n\t\t";
+#endif
+ ss << "maturity = ";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss << ";\n\t";
+#ifdef ISNAN
+ ss << "if((gid0)>=buffer_price_len || isNan(";
+ ss << vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss << "))\n\t\t";
+ ss << "price = 0;\n\telse \n\t\t";
+#endif
+ ss << "price = ";
+ ss << vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss << ";\n\t";
+#ifdef ISNAN
+ ss << "if((gid0)>=buffer_redemp_len || isNan(";
+ ss << vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss << "))\n\t\t";
+ ss << "redemp = 0;\n\telse \n\t\t";
+#endif
+ ss << "redemp = ";
+ ss << vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss << ";\n\t";
+#ifdef ISNAN
+ ss << "if((gid0)>=buffer_mode_len || isNan(";
+ ss << vSubArguments[4]->GenSlidingWindowDeclRef();
+ ss << "))\n\t\t";
+ ss << "mode = 0;\n\telse \n\t\t";
+#endif
+ ss << "mode = ";
+ ss << vSubArguments[4]->GenSlidingWindowDeclRef();
+ ss << ";\n\t";
+ ss << "int nNullDate = GetNullDate(30,12,1899);\n\t";
+ ss << "tmp = (redemp / price - 1.0) / GetYearDiff(nNullDate, settle, maturity, mode);\n\t";
+ ss << "return tmp;\n";
+ ss << "}";
+}
+
+void Fvschedule::GenSlidingWindowFunction(
+ std::stringstream &ss, const std::string sSymName, SubArguments &vSubArguments)
{
- public:
- virtual void GenSlidingWindowFunction(std::stringstream &ss,
- const std::string sSymName, SubArguments &vSubArguments)
+ FormulaToken* pCur = vSubArguments[1]->GetFormulaToken();
+ assert(pCur);
+ const formula::DoubleVectorRefToken* pCurDVR =
+ dynamic_cast<const formula::DoubleVectorRefToken *>(pCur);
+ size_t nCurWindowSize = pCurDVR->GetRefRowSize();
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (unsigned i = 0; i < vSubArguments.size(); i++)
{
- FormulaToken *pCur = vSubArguments[1]->GetFormulaToken();
- assert(pCur);
- const formula::DoubleVectorRefToken* pCurDVR =
- dynamic_cast<const formula::DoubleVectorRefToken *>(pCur);
- size_t nCurWindowSize = pCurDVR->GetRefRowSize();
- ss << "\ndouble " << sSymName;
- ss << "_"<< BinFuncName() <<"( ";
- for (unsigned i = 0; i < vSubArguments.size(); i++)
- {
- if (i)
- ss << ",";
- vSubArguments[i]->GenSlidingWindowDecl(ss);
- }
-
- ss << ") {\n\t";
- ss << "double result = 0.0;\n\t";
- ss << "int gid0 = get_global_id(0);\n\t";
- ss << "int i=0;\n\t";
- if (!pCurDVR->IsStartFixed() && pCurDVR->IsEndFixed()) {
- ss<< "i=gid0;\n\t";
- }
- ss << "double date;\n\t";
- ss << "double value;\n\t";
- ss << "double rate;\n\t";
- ss << "double dateNull;\n\t";
-#ifdef ISNAN
- FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR0= dynamic_cast<const
- formula::SingleVectorRefToken *>(tmpCur0);
-
- FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
- const formula::DoubleVectorRefToken*tmpCurDVR1= dynamic_cast<const
- formula::DoubleVectorRefToken *>(tmpCur1);
-
- FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
- const formula::DoubleVectorRefToken*tmpCurDVR2= dynamic_cast<const
- formula::DoubleVectorRefToken *>(tmpCur2);
- ss<< "int buffer_rate_len = ";
- ss<< tmpCurDVR0->GetArrayLength();
- ss << ";\n\t";
- ss<< "int buffer_value_len = ";
- ss<< tmpCurDVR1->GetArrayLength();
- ss << ";\n\t";
- ss<< "int buffer_date_len = ";
- ss<< tmpCurDVR2->GetArrayLength();
- ss << ";\n\t";
-#endif
-#ifdef ISNAN
- ss<<"if((i+gid0)>=buffer_date_len || isNan(";
- ss << vSubArguments[2]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"dateNull = 0;\n\telse \n\t\t";
-#endif
- ss<<"dateNull = ";
- ss << vSubArguments[2]->GenSlidingWindowDeclRef();
- ss<<";\n\t";
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n\t";
+ ss << "double tmp = 1.0;\n\t";
+ ss << "int gid0 = get_global_id(0);\n\t";
+ ss << "double arg0 = " << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss << ";\n\t";
#ifdef ISNAN
- ss<<"if((i+gid0)>=buffer_rate_len || isNan(";
- ss << vSubArguments[0]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"rate = 0;\n\telse \n\t\t";
+ ss << "if (isNan(arg0))\n\t\t";
+ ss << "arg0 = 0;\n\t";
#endif
- ss<<"rate = ";
- ss << vSubArguments[0]->GenSlidingWindowDeclRef();
- ss<<";\n\t";
- ss << "for (int i = ";
- if (!pCurDVR->IsStartFixed() && pCurDVR->IsEndFixed()) {
- ss << "gid0; i < "<< nCurWindowSize <<"; i++)\n\t\t";
- } else if (pCurDVR->IsStartFixed() && !pCurDVR->IsEndFixed()) {
- ss << "0; i < gid0+"<< nCurWindowSize <<"; i++)\n\t\t";
- } else {
- ss << "0; i < "<< nCurWindowSize <<"; i++)\n\t\t";
- }
- ss << "{\n\t";
- ss << "result += ";
- ss << vSubArguments[1]->GenSlidingWindowDeclRef();
- ss << "/(pow((";
- ss<<vSubArguments[0]->GenSlidingWindowDeclRef();
- ss <<"+1),(";
- ss << vSubArguments[2]->GenSlidingWindowDeclRef();
- ss << "-dateNull)/365));\n\t";
- ss <<"}\n\t";
-
- ss << "return result;\n";
- ss << "}";
- }
-};
-class PriceMat: public Normal
+ ss << "double arg1;\n\t";
+ ss << "int arrayLength = " << pCurDVR->GetArrayLength() << ";\n\t";
+#ifdef ISNAN
+ ss << "for (int i = 0; i + gid0 < arrayLength &&";
+ ss << " i < " << nCurWindowSize << "; i++){\n\t\t";
+#else
+ ss << "for (int i = 0; i < " << nCurWindowSize << "; i++){\n\t\t";
+#endif
+ ss << "arg1 = ";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef() << ";\n\t\t\t";
+#ifdef ISNAN
+ ss << "if (isNan(arg1))\n\t\t\t\t";
+ ss << "arg1 = 0;\n\t\t\t";
+#endif
+ ss << "tmp *= arg1 + 1.0;\n\t\t";
+ ss << "}\n\t";
+ ss << "return (double)tmp * arg0";
+ ss << ";\n}";
+}
+
+void Cumipmt::GenSlidingWindowFunction(
+ std::stringstream &ss, const std::string sSymName, SubArguments &vSubArguments)
{
- public:
- virtual void GenSlidingWindowFunction(std::stringstream &ss,
- const std::string sSymName, SubArguments &vSubArguments)
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (unsigned i = 0; i < vSubArguments.size(); i++)
{
- ss << "\ndouble " << sSymName;
- ss << "_"<< BinFuncName() <<"(";
- for (unsigned i = 0; i < vSubArguments.size(); i++)
- {
- if (i)
- ss << ",";
- vSubArguments[i]->GenSlidingWindowDecl(ss);
- }
- ss << ") {\n\t";
- ss << "int gid0 = get_global_id(0);\n\t";
- ss << "double result=0;\n\t";
- ss<< "int nNullDate = GetNullDate( );\n\t";
- ss <<"int settle;\n\t";
- ss <<"int mat;\n\t";
- ss <<"int issue;\n\t";
- ss <<"double rate;\n\t";
- ss <<"double yield;\n\t";
- ss <<"int nBase;\n\t";
-#ifdef ISNAN
- FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR0= dynamic_cast<const
- formula::SingleVectorRefToken *>(tmpCur0);
- FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR1= dynamic_cast<const
- formula::SingleVectorRefToken *>(tmpCur1);
- FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR2= dynamic_cast<const
- formula::SingleVectorRefToken *>(tmpCur2);
- FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR3= dynamic_cast<const
- formula::SingleVectorRefToken *>(tmpCur3);
- FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR4= dynamic_cast<const
- formula::SingleVectorRefToken *>(tmpCur4);
- FormulaToken *tmpCur5 = vSubArguments[5]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR5= dynamic_cast<const
- formula::SingleVectorRefToken *>(tmpCur5);
-
- ss<< "int buffer_settle_len = ";
- ss<< tmpCurDVR0->GetArrayLength();
- ss << ";\n\t";
- ss<< "int buffer_mat_len = ";
- ss<< tmpCurDVR1->GetArrayLength();
- ss << ";\n\t";
- ss<< "int buffer_issue_len = ";
- ss<< tmpCurDVR2->GetArrayLength();
- ss << ";\n\t";
- ss<< "int buffer_rate_len = ";
- ss<< tmpCurDVR3->GetArrayLength();
- ss << ";\n\t";
- ss<< "int buffer_yield_len = ";
- ss<< tmpCurDVR4->GetArrayLength();
- ss << ";\n\t";
- ss<< "int buffer_base_len = ";
- ss<< tmpCurDVR5->GetArrayLength();
- ss << ";\n\t";
-#endif
-#ifdef ISNAN
- ss<<"if(gid0>=buffer_settle_len || isNan(";
- ss << vSubArguments[0]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"settle = 0;\n\telse \n\t\t";
-#endif
- ss<<"settle = ";
- ss << vSubArguments[0]->GenSlidingWindowDeclRef();
- ss<<";\n\t";
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n\t";
+
+ ss << " int gid0 = get_global_id(0);\n";
+ ss << "double fRate,fVal;\n\t";
+ ss <<"int nStartPer,nEndPer,nNumPeriods,nPayType;\n\t";
+#ifdef ISNAN
+ FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR0= dynamic_cast<const
+ formula::SingleVectorRefToken *>(tmpCur0);
+ FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR1= dynamic_cast<const
+ formula::SingleVectorRefToken *>(tmpCur1);
+ FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR2= dynamic_cast<const
+ formula::SingleVectorRefToken *>(tmpCur2);
+ FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR3= dynamic_cast<const
+ formula::SingleVectorRefToken *>(tmpCur3);
+ FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR4= dynamic_cast<const
+ formula::SingleVectorRefToken *>(tmpCur4);
+ FormulaToken *tmpCur5 = vSubArguments[5]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR5= dynamic_cast<const
+ formula::SingleVectorRefToken *>(tmpCur5);
+ ss<< "int buffer_rate_len = ";
+ ss<< tmpCurDVR0->GetArrayLength();
+ ss << ";\n\t";
+ ss<< "int buffer_NumPeriods_len = ";
+ ss<< tmpCurDVR1->GetArrayLength();
+ ss << ";\n\t";
+ ss<< "int buffer_Val_len = ";
+ ss<< tmpCurDVR2->GetArrayLength();
+ ss << ";\n\t";
+ ss<< "int buffer_StartPer_len = ";
+ ss<< tmpCurDVR3->GetArrayLength();
+ ss << ";\n\t";
+ ss<< "int buffer_EndPer_len = ";
+ ss<< tmpCurDVR4->GetArrayLength();
+ ss << ";\n\t";
+ ss<< "int buffer_PayType_len = ";
+ ss<< tmpCurDVR5->GetArrayLength();
+ ss << ";\n\t";
+#endif
+#ifdef ISNAN
+ ss <<"if(gid0 >= buffer_rate_len || isNan(";
+ ss <<vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss <<"))\n\t\t";
+ ss <<"fRate = 0;\n\telse\n\t\t";
+#endif
+ ss <<"fRate = "<<vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss <<";\n\t";
#ifdef ISNAN
- ss<<"if(gid0>=buffer_mat_len || isNan(";
- ss << vSubArguments[1]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"mat = 0;\n\telse \n\t\t";
+ ss <<"if(gid0 >= buffer_NumPeriods_len || isNan(";
+ ss <<vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss <<"))\n\t\t";
+ ss <<"nNumPeriods = 0;\n\telse\n\t\t";
#endif
- ss<<"mat = ";
- ss << vSubArguments[1]->GenSlidingWindowDeclRef();
- ss<<";\n\t";
+ ss <<"nNumPeriods = (int)";
+ ss <<vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss <<";\n\t";
#ifdef ISNAN
- ss<<"if(gid0>=buffer_issue_len || isNan(";
- ss << vSubArguments[2]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"issue = 0;\n\telse \n\t\t";
+ ss <<"if(gid0 >= buffer_Val_len || isNan(";
+ ss <<vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss <<"))\n\t\t";
+ ss <<"fVal = 0;\n\telse\n\t\t";
#endif
- ss<<"issue = ";
- ss << vSubArguments[2]->GenSlidingWindowDeclRef();
- ss<<";\n\t";
+ ss <<"fVal = "<<vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss <<";\n\t";
#ifdef ISNAN
- ss<<"if(gid0>=buffer_rate_len || isNan(";
- ss << vSubArguments[3]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"rate = 0;\n\telse \n\t\t";
+ ss <<"if(gid0 >= buffer_StartPer_len || isNan(";
+ ss <<vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss <<"))\n\t\t";
+ ss <<"nStartPer = 0;\n\telse\n\t\t";
#endif
- ss<<"rate = ";
- ss << vSubArguments[3]->GenSlidingWindowDeclRef();
- ss<<";\n\t";
+ ss <<"nStartPer = (int)"<<vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss <<";\n\t";
#ifdef ISNAN
- ss<<"if(gid0>=buffer_yield_len || isNan(";
- ss << vSubArguments[4]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"yield = 0;\n\telse \n\t\t";
+ ss <<"if(gid0 >= buffer_EndPer_len || isNan(";
+ ss <<vSubArguments[4]->GenSlidingWindowDeclRef();
+ ss <<"))\n\t\t";
+ ss <<"nEndPer = 0;\n\telse\n\t\t";
#endif
- ss<<"yield = ";
- ss << vSubArguments[4]->GenSlidingWindowDeclRef();
- ss<<";\n\t";
+ ss <<"nEndPer = (int)"<<vSubArguments[4]->GenSlidingWindowDeclRef();
+ ss <<";\n\t";
#ifdef ISNAN
- ss<<"if(gid0>=buffer_base_len || isNan(";
- ss << vSubArguments[5]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"nBase = 0;\n\telse \n\t\t";
+ ss <<"if(gid0 >= buffer_PayType_len || isNan(";
+ ss <<vSubArguments[5]->GenSlidingWindowDeclRef();
+ ss <<"))\n\t\t";
+ ss <<"nPayType = 0;\n\telse\n\t\t";
#endif
- ss<<"nBase = ";
- ss << vSubArguments[5]->GenSlidingWindowDeclRef();
- ss<<";\n\t";
- ss<< "double fIssMat = GetYearFrac( nNullDate, issue, mat, nBase);\n";
- ss<<"double fIssSet = GetYearFrac( nNullDate, issue, settle,nBase);\n";
- ss<<"double fSetMat = GetYearFrac( nNullDate, settle, mat, nBase);\n";
- ss<<"result = 1.0 + fIssMat * rate;\n\t";
- ss<<"result /= 1.0 + fSetMat * yield;\n\t";
- ss<<"result -= fIssSet * rate;\n\t";
- ss<<"result*= 100.0;\n\t";
- ss<<"return result;\n\t";
- ss<<"}\n";
- }
-};
-class OpSYD: public Normal
+ ss <<"nPayType = (int)"<<vSubArguments[5]->GenSlidingWindowDeclRef();
+ ss <<";\n\t";
+ ss << " double fRmz;\n";
+ ss << "fRmz = GetRmz( fRate, nNumPeriods, fVal, 0.0, nPayType );\n";
+ ss << "double tmp = 0.0;\n";
+ ss << "uint nStart = nStartPer ;\n";
+ ss << "uint nEnd = nEndPer ;\n";
+ ss << " if( nStart == 1 )\n";
+ ss << " {\n";
+ ss << " if( nPayType <= 0 )\n";
+ ss << " tmp = -fVal;\n";
+ ss << " nStart++;\n";
+ ss << " }\n";
+ ss << " for( uint i = nStart ; i <= nEnd ; i++ )\n";
+ ss << " {\n";
+ ss << " if( nPayType > 0 )\n";
+ ss << " tmp += GetZw( fRate, convert_double( i - 2 ), ";
+ ss << "fRmz, fVal, 1 ) - fRmz;\n";
+ ss << " else\n";
+ ss << " tmp += GetZw( fRate, convert_double( i - 1 ), ";
+ ss << "fRmz, fVal, 0 );\n";
+ ss << " }\n";
+ ss << "tmp *= fRate;\n";
+ ss << "return tmp;\n";
+ ss << "}";
+}
+
+void IRR::GenSlidingWindowFunction(std::stringstream &ss,
+ const std::string sSymName, SubArguments &vSubArguments)
+{
+ FormulaToken* pCur = vSubArguments[0]->GetFormulaToken();
+ assert(pCur);
+ const formula::DoubleVectorRefToken* pCurDVR =
+ dynamic_cast<const formula::DoubleVectorRefToken *>(pCur);
+ size_t nCurWindowSize = pCurDVR->GetRefRowSize();
+ FormulaToken* pCur1 = vSubArguments[1]->GetFormulaToken();
+ assert(pCur1);
+ const formula::SingleVectorRefToken* pSVR1 =
+ dynamic_cast< const formula::SingleVectorRefToken* >(pCur1);
+ assert(pSVR1);
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (unsigned i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n";
+ ss << "#define Epsilon 1.0E-7\n\t";
+ ss << "int gid0 = get_global_id(0);\n\t";
+ ss << "double fSchaetzwert = ";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef() << ";\n\t";
+ ss << "double fEps = 1.0;\n\t";
+ ss << "double x = 0.0, xNeu = 0.0, fZaehler = 0.0, fNenner = 0.0;\n\t";
+ ss << "double nCount = 0.0;\n\t";
+ ss << "int argLen1 = " << pSVR1->GetArrayLength() << ";\n\t";
+#ifdef ISNAN
+ ss << "if (gid0 >= argLen1)\n\t\t";
+ ss << "fSchaetzwert = 0.1;\n\t";
+ ss << "if (isNan(fSchaetzwert))\n\t\t";
+ ss << "x = 0.1;\n\t";
+ ss << "else\n\t\t";
+#endif
+ ss << "x = fSchaetzwert;\n\t";
+ ss << "unsigned short nItCount = 0;\n\t";
+ ss << "while (fEps > Epsilon && nItCount < 20){\n\t\t";
+ ss << "nCount = 0.0;\n\t\tfZaehler = 0.0;\n\t\tfNenner = 0.0;\n\t\t";
+ ss << "double arg0;\n\t\t";
+ ss << "int arrayLength = " << pCurDVR->GetArrayLength() << ";\n\t";
+#ifdef ISNAN
+ ss << "for (int i = 0; i + gid0 < arrayLength &&";
+ ss << " i < " << nCurWindowSize << "; i++){\n\t\t\t";
+#else
+ ss << "for (int i = 0; i < " << nCurWindowSize << "; i++){\n\t\t\t";
+#endif
+ ss << "arg0 = ";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef() << ";\n\t\t\t";
+#ifdef ISNAN
+ ss << "if (isNan(arg0))\n\t\t\t\t";
+ ss << "continue;\n\t\t\t";
+#endif
+ ss << "fZaehler += arg0 / pow(1.0+x, nCount);\n\t\t\t";
+ ss << "fNenner += -nCount * arg0 / pow(1.0+x,nCount+1.0);\n\t\t\t";
+ ss << "nCount+=1;\n";
+ ss << "\n\t\t}\n\t\t";
+ ss << "xNeu = x - fZaehler / fNenner;\n\t\t";
+ ss << "fEps = fabs(xNeu - x);\n\t\t";
+ ss << "x = xNeu;\n\t\t";
+ ss << "nItCount++;\n\t}\n\t";
+ ss << "if (fSchaetzwert == 0.0 && fabs(x) < Epsilon)\n\t\t";
+ ss << "x = 0.0;\n\t";
+ ss << "if (fEps < Epsilon)\n\t\t";
+ ss << "return x;\n\t";
+ ss << "else\n\t\t";
+ ss << "return (double)523;\n";
+ ss << "}";
+}
+
+void XNPV::GenSlidingWindowFunction(
+ std::stringstream &ss, const std::string sSymName, SubArguments &vSubArguments)
+{
+ FormulaToken *pCur = vSubArguments[1]->GetFormulaToken();
+ assert(pCur);
+ const formula::DoubleVectorRefToken* pCurDVR =
+ dynamic_cast<const formula::DoubleVectorRefToken *>(pCur);
+ size_t nCurWindowSize = pCurDVR->GetRefRowSize();
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"( ";
+ for (unsigned i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+
+ ss << ") {\n\t";
+ ss << "double result = 0.0;\n\t";
+ ss << "int gid0 = get_global_id(0);\n\t";
+ ss << "int i=0;\n\t";
+ if (!pCurDVR->IsStartFixed() && pCurDVR->IsEndFixed()) {
+ ss<< "i=gid0;\n\t";
+ }
+ ss << "double date;\n\t";
+ ss << "double value;\n\t";
+ ss << "double rate;\n\t";
+ ss << "double dateNull;\n\t";
+#ifdef ISNAN
+ FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR0= dynamic_cast<const
+ formula::SingleVectorRefToken *>(tmpCur0);
+
+ FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
+ const formula::DoubleVectorRefToken*tmpCurDVR1= dynamic_cast<const
+ formula::DoubleVectorRefToken *>(tmpCur1);
+
+ FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
+ const formula::DoubleVectorRefToken*tmpCurDVR2= dynamic_cast<const
+ formula::DoubleVectorRefToken *>(tmpCur2);
+ ss<< "int buffer_rate_len = ";
+ ss<< tmpCurDVR0->GetArrayLength();
+ ss << ";\n\t";
+ ss<< "int buffer_value_len = ";
+ ss<< tmpCurDVR1->GetArrayLength();
+ ss << ";\n\t";
+ ss<< "int buffer_date_len = ";
+ ss<< tmpCurDVR2->GetArrayLength();
+ ss << ";\n\t";
+#endif
+#ifdef ISNAN
+ ss<<"if((i+gid0)>=buffer_date_len || isNan(";
+ ss << vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"dateNull = 0;\n\telse \n\t\t";
+#endif
+ ss<<"dateNull = ";
+ ss << vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+#ifdef ISNAN
+ ss<<"if((i+gid0)>=buffer_rate_len || isNan(";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"rate = 0;\n\telse \n\t\t";
+#endif
+ ss<<"rate = ";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+ ss << "for (int i = ";
+ if (!pCurDVR->IsStartFixed() && pCurDVR->IsEndFixed())
+ {
+ ss << "gid0; i < "<< nCurWindowSize <<"; i++)\n\t\t";
+ }
+ else if (pCurDVR->IsStartFixed() && !pCurDVR->IsEndFixed())
+ {
+ ss << "0; i < gid0+"<< nCurWindowSize <<"; i++)\n\t\t";
+ }
+ else
+ {
+ ss << "0; i < "<< nCurWindowSize <<"; i++)\n\t\t";
+ }
+ ss << "{\n\t";
+ ss << "result += ";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss << "/(pow((";
+ ss<<vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss <<"+1),(";
+ ss << vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss << "-dateNull)/365));\n\t";
+ ss <<"}\n\t";
+
+ ss << "return result;\n";
+ ss << "}";
+}
+
+void PriceMat::GenSlidingWindowFunction(
+ std::stringstream &ss, const std::string sSymName, SubArguments &vSubArguments)
{
- public:
- virtual void GenSlidingWindowFunction(std::stringstream &ss,
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (unsigned i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n\t";
+ ss << "int gid0 = get_global_id(0);\n\t";
+ ss << "double result=0;\n\t";
+ ss<< "int nNullDate = GetNullDate( );\n\t";
+ ss <<"int settle;\n\t";
+ ss <<"int mat;\n\t";
+ ss <<"int issue;\n\t";
+ ss <<"double rate;\n\t";
+ ss <<"double yield;\n\t";
+ ss <<"int nBase;\n\t";
+#ifdef ISNAN
+ FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR0= dynamic_cast<const
+ formula::SingleVectorRefToken *>(tmpCur0);
+ FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR1= dynamic_cast<const
+ formula::SingleVectorRefToken *>(tmpCur1);
+ FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR2= dynamic_cast<const
+ formula::SingleVectorRefToken *>(tmpCur2);
+ FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR3= dynamic_cast<const
+ formula::SingleVectorRefToken *>(tmpCur3);
+ FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR4= dynamic_cast<const
+ formula::SingleVectorRefToken *>(tmpCur4);
+ FormulaToken *tmpCur5 = vSubArguments[5]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR5= dynamic_cast<const
+ formula::SingleVectorRefToken *>(tmpCur5);
+
+ ss<< "int buffer_settle_len = ";
+ ss<< tmpCurDVR0->GetArrayLength();
+ ss << ";\n\t";
+ ss<< "int buffer_mat_len = ";
+ ss<< tmpCurDVR1->GetArrayLength();
+ ss << ";\n\t";
+ ss<< "int buffer_issue_len = ";
+ ss<< tmpCurDVR2->GetArrayLength();
+ ss << ";\n\t";
+ ss<< "int buffer_rate_len = ";
+ ss<< tmpCurDVR3->GetArrayLength();
+ ss << ";\n\t";
+ ss<< "int buffer_yield_len = ";
+ ss<< tmpCurDVR4->GetArrayLength();
+ ss << ";\n\t";
+ ss<< "int buffer_base_len = ";
+ ss<< tmpCurDVR5->GetArrayLength();
+ ss << ";\n\t";
+#endif
+#ifdef ISNAN
+ ss<<"if(gid0>=buffer_settle_len || isNan(";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"settle = 0;\n\telse \n\t\t";
+#endif
+ ss<<"settle = ";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+#ifdef ISNAN
+ ss<<"if(gid0>=buffer_mat_len || isNan(";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"mat = 0;\n\telse \n\t\t";
+#endif
+ ss<<"mat = ";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+#ifdef ISNAN
+ ss<<"if(gid0>=buffer_issue_len || isNan(";
+ ss << vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"issue = 0;\n\telse \n\t\t";
+#endif
+ ss<<"issue = ";
+ ss << vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+#ifdef ISNAN
+ ss<<"if(gid0>=buffer_rate_len || isNan(";
+ ss << vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"rate = 0;\n\telse \n\t\t";
+#endif
+ ss<<"rate = ";
+ ss << vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+#ifdef ISNAN
+ ss<<"if(gid0>=buffer_yield_len || isNan(";
+ ss << vSubArguments[4]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"yield = 0;\n\telse \n\t\t";
+#endif
+ ss<<"yield = ";
+ ss << vSubArguments[4]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+#ifdef ISNAN
+ ss<<"if(gid0>=buffer_base_len || isNan(";
+ ss << vSubArguments[5]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"nBase = 0;\n\telse \n\t\t";
+#endif
+ ss<<"nBase = ";
+ ss << vSubArguments[5]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+ ss<< "double fIssMat = GetYearFrac( nNullDate, issue, mat, nBase);\n";
+ ss<<"double fIssSet = GetYearFrac( nNullDate, issue, settle,nBase);\n";
+ ss<<"double fSetMat = GetYearFrac( nNullDate, settle, mat, nBase);\n";
+ ss<<"result = 1.0 + fIssMat * rate;\n\t";
+ ss<<"result /= 1.0 + fSetMat * yield;\n\t";
+ ss<<"result -= fIssSet * rate;\n\t";
+ ss<<"result*= 100.0;\n\t";
+ ss<<"return result;\n\t";
+ ss<<"}\n";
+}
+
+void OpSYD::GenSlidingWindowFunction(std::stringstream &ss,
const std::string sSymName, SubArguments &vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (unsigned i = 0; i < vSubArguments.size(); i++)
{
- ss << "\ndouble " << sSymName;
- ss << "_"<< BinFuncName() <<"(";
- for (unsigned i = 0; i < vSubArguments.size(); i++)
- {
- if (i)
- ss << ",";
- vSubArguments[i]->GenSlidingWindowDecl(ss);
- }
- ss << ") {\n\t";
- ss << "int gid0 = get_global_id(0);\n\t";
- ss << "double result=0;\n\t";
- ss << "double cost;\n\t";
- ss << "double salvage;\n\t";
- ss << "double life;\n\t";
- ss << "double period;\n\t";
-#ifdef ISNAN
- FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR0= dynamic_cast<const
- formula::SingleVectorRefToken *>(tmpCur0);
-
- FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR1= dynamic_cast<const
- formula::SingleVectorRefToken *>(tmpCur1);
-
- FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR2= dynamic_cast<const
- formula::SingleVectorRefToken *>(tmpCur2);
-
- FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR3= dynamic_cast<const
- formula::SingleVectorRefToken *>(tmpCur3);
-
- ss<< "int buffer_cost_len = ";
- ss<< tmpCurDVR0->GetArrayLength();
- ss << ";\n\t";
-
- ss<< "int buffer_salvage_len = ";
- ss<< tmpCurDVR1->GetArrayLength();
- ss << ";\n\t";
-
- ss<< "int buffer_life_len = ";
- ss<< tmpCurDVR2->GetArrayLength();
- ss << ";\n\t";
- ss<< "int buffer_period_len = ";
- ss<< tmpCurDVR3->GetArrayLength();
- ss << ";\n\t";
-#endif
-
-#ifdef ISNAN
- ss<<"if(gid0>=buffer_cost_len || isNan(";
- ss << vSubArguments[0]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"cost = 0;\n\telse \n\t\t";
-#endif
- ss<<"cost = ";
- ss << vSubArguments[0]->GenSlidingWindowDeclRef();
- ss<<";\n\t";
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n\t";
+ ss << "int gid0 = get_global_id(0);\n\t";
+ ss << "double result=0;\n\t";
+ ss << "double cost;\n\t";
+ ss << "double salvage;\n\t";
+ ss << "double life;\n\t";
+ ss << "double period;\n\t";
+#ifdef ISNAN
+ FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR0= dynamic_cast<const
+ formula::SingleVectorRefToken *>(tmpCur0);
+
+ FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR1= dynamic_cast<const
+ formula::SingleVectorRefToken *>(tmpCur1);
+
+ FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR2= dynamic_cast<const
+ formula::SingleVectorRefToken *>(tmpCur2);
+
... etc. - the rest is truncated
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